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ROLLING REGRESSION VERSUS TIME-VARYING COEFFICIENT MODELLING: AN EMPIRICAL INVESTIGATION OF THE OKUN'S LAW IN SOME EURO AREA COUNTRIES

Zanin, L; Marra, G; (2012) ROLLING REGRESSION VERSUS TIME-VARYING COEFFICIENT MODELLING: AN EMPIRICAL INVESTIGATION OF THE OKUN'S LAW IN SOME EURO AREA COUNTRIES. BULLETIN OF ECONOMIC RESEARCH , 64 (1) 91 - 108. 10.1111/j.1467-8586.2010.00376.x.

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Type: Article
Title: ROLLING REGRESSION VERSUS TIME-VARYING COEFFICIENT MODELLING: AN EMPIRICAL INVESTIGATION OF THE OKUN'S LAW IN SOME EURO AREA COUNTRIES
DOI: 10.1111/j.1467-8586.2010.00376.x
Keywords: Okun's coefficient, penalized regression spline, rolling regression, time-varying coefficient model, C14, C50, E24
UCL classification: UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science
URI: http://discovery.ucl.ac.uk/id/eprint/1310154
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