A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models
نویسندگان
چکیده
منابع مشابه
Dynamic Random Coefficient Models A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models
In this note we look at sufficient conditions for stationarity of a simple random coefficient model and find that this model is guaranteed to be stationary under strict conditions. JEL codes: C22
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2003
ISSN: 1556-5068
DOI: 10.2139/ssrn.358408