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by jeanbaptiste
Mon Aug 06, 2012 11:50 pm
Forum: Estimation
Topic: time-varying coefficient
Replies: 1
Views: 2192

time-varying coefficient

Hi guys, I'm just wondering if it is possible to estimate a time-varying coefficient using eviews. I'm hypothesising that the relationship between my dependant variable and one of my independant variables is not constant but rather that it varies over time. The specification I would like to model is...

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