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• W2021437537 abstract ". The identification problem for regression models with time-varying coefficients is investigated using state-space model representations and some results from linear dynamic systems theory. The approach taken focuses on second moment information and yields global as opposed to local asymptotic results. The form of the equivalence classes that generate the identification problem is first derived and then employed to establish the identification of one of the most natural structural specifications currently employed in econometrics." @default.
• W2021437537 created "2016-06-24" @default.
• W2021437537 creator A5043945314 @default.
• W2021437537 date "1987-05-01" @default.
• W2021437537 modified "2023-09-22" @default.
• W2021437537 title "IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS" @default.
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• W2021437537 doi "https://doi.org/10.1111/j.1467-9892.1987.tb00447.x" @default.
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