A similarity-based approach to time-varying coefficient non-stationary autoregression

Keyphrases

• Time-varying Coefficients 100%
• Nonstationary Autoregression 100%
• Similarity Approach 100%
• Hypothesis Testing 50%
• NASDAQ 50%
• Unit Root 50%
• Tokyo Stock Exchange 50%
• Stocks Traded 50%
• Explosive Behavior 50%
• Score-based 50%
• Root Traits 50%
• Quasi-maximum Likelihood Estimation 50%
• Display Characteristics 50%
• Norming 50%

Mathematics

• Autoregression 100%
• Asymptotics 50%
• Maximum Likelihood Estimator 50%
• Dependent Variable 50%
• Hypothesis Test 50%