Dynamic Random Coefficient Models A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models

نویسنده

  • George Kapetanios
چکیده

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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تاریخ انتشار 2002