Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?
By Clive W. J. Granger. 2008
192 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/7b07192c38ba95365c69f9b4502298f5308123e0
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Domenico Giannone
- Luca Gambetti
- Antonello D’Agostino
- G. Hondroyiannis
- Stephen G. Hall
- George S. Tavlas
- Marzio Galeotti
- F. Hasanov
In Management Science and Operations Research
- G. Hondroyiannis
- Antonello D’Agostino
- Stephen G. Hall
- Domenico Giannone
- Marzio Galeotti
- Luca Gambetti
- Tilmann Gneiting
- Roopesh Ranjan
Citations in the corpus
- Estimation of Parameters in the Presence of Model Misspecification and Measurement Error (2010, background): “2 It is worth noting that, in a recent paper, Granger (2008) suggested that he believed that the next major development in econometrics would be time-varying parameter models. Granger quoted a theorem, which he attributed to White (from unpublished work in 2006), that demonstrated that a time-varyin”
- Decoupling of CO2 emissions and GDP: A time-varying cointegration approach (2018, background): “One important and relevant aspect is the theorem established by Swamy and Mehta (1975) and confirmed by Granger (2008) which states that any non-linear functional form can be exactly represented by a model that is linear in variables, but that has time-varying coefficients.”
- Macroeconomic Forecasting and Structural Change (2010, background): “3See Granger (2008).”