A Unified Theory for Time Varying Models: Foundations and Applications in the Presence of Breaks and Heteroscedasticity (and Some Results on Companion and Hessenberg Matrices)

• Series
  Seminars Econometric Institute
• Speaker(s)
  Menelaos Karanasos (Brunel University, United Kingdom)
• Field
  Econometrics

• Location
  Rotterdam
• Date and time

  October 31, 2013
  00:00