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http://bura.brunel.ac.uk/handle/2438/29700| Title: | A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALL |
| Authors: | Paraskevopoulos, A Magdalinos, A Canepa, A |
| Keywords: | ARMA process;asymptotic stability;Green function;Hessenbergians;nonstationary;structural breaks;time-varying persistence;variable coefficients;Wold decomposition |
| Issue Date: | 2024 |
| Publisher: | Cambridge University Press |
| Citation: | Karanasos, M. et al. (2024) 'A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALL', Econometric Theory, 0 (accepted, in press), pp. 1 - [55]. |
| Abstract: | ... |
| Description: | ... |
| URI: | https://bura.brunel.ac.uk/handle/2438/29700 |
| ISSN: | 0266-4666 |
| Other Identifiers: | ORCiD: Menelaos Karanasos https://orcid.org/0000-0001-5442-3509 ORCiD; Alessandra Canepa https://orcid.org/0000-0002-1287-3920 |
| Appears in Collections: | Dept of Economics and Finance Embargoed Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Embargoed until publication | 628.53 kB | Adobe PDF | View/Open |
| Appendix.pdf | Embargoed until publication | 499.22 kB | Adobe PDF | View/Open |
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