A similarity-based approach to time-varying coefficient nonstationary autoregression

Original language	American English
State	Published - 2012
Event	Princeton/QUT/SMU Tripartite Conference on Financial Econometrics - Singapore Management University, Singapore Duration: 1 May 2012 → 1 May 2012

Conference

Conference	Princeton/QUT/SMU Tripartite Conference on Financial Econometrics
Country/Territory	Singapore
Period	1/05/12 → 1/05/12

Activities

• 1 Invited talk

Activities per year

• Conference Invited Keynote

  Lieberman, O. (Keynote speaker)

  1 May 2012

  Activity: Talk or presentation › Invited talk

Cite this

• APA
• Author
• BIBTEX
• Harvard
• Standard
• RIS
• Vancouver

Lieberman, O. (2012). A similarity-based approach to time-varying coefficient nonstationary autoregression. Paper presented at Princeton/QUT/SMU Tripartite Conference on Financial Econometrics, Singapore.

Lieberman, O. / A similarity-based approach to time-varying coefficient nonstationary autoregression. Paper presented at Princeton/QUT/SMU Tripartite Conference on Financial Econometrics, Singapore.

@conference{f290bb6f1629439787b6429b8a320ce5,

title = "A similarity-based approach to time-varying coefficient nonstationary autoregression",

author = "O. Lieberman",

year = "2012",

language = "American English",

note = "Princeton/QUT/SMU Tripartite Conference on Financial Econometrics ; Conference date: 01-05-2012 Through 01-05-2012",

}

Lieberman, O 2012, 'A similarity-based approach to time-varying coefficient nonstationary autoregression', Paper presented at Princeton/QUT/SMU Tripartite Conference on Financial Econometrics, Singapore, 1/05/12 - 1/05/12.

A similarity-based approach to time-varying coefficient nonstationary autoregression. / Lieberman, O.
2012. Paper presented at Princeton/QUT/SMU Tripartite Conference on Financial Econometrics, Singapore.

Research output: Contribution to conference › Paper › peer-review

TY - CONF

T1 - A similarity-based approach to time-varying coefficient nonstationary autoregression

AU - Lieberman, O.

PY - 2012

Y1 - 2012

M3 - Paper

T2 - Princeton/QUT/SMU Tripartite Conference on Financial Econometrics

Y2 - 1 May 2012 through 1 May 2012

ER -

Lieberman O. A similarity-based approach to time-varying coefficient nonstationary autoregression. 2012. Paper presented at Princeton/QUT/SMU Tripartite Conference on Financial Econometrics, Singapore.