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Journal of Econometrics
Article . 2022 . Peer-reviewed
License: Elsevier TDM
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Article . 2022
Data sources: zbMATH Open
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Article . 2018 . Peer-reviewed
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EconStor
Research . 2018
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A Time-Varying Parameter Model for Local Explosions

A time-varying parameter model for local explosions
Authors: Blasques, Francisco; Koopman, Siem Jan; Nientker, Marc;

A Time-Varying Parameter Model for Local Explosions

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Country
Netherlands
Keywords

stationary, observation driven models, consistency, ddc:330, asymptotic normality, Statistics, Game theory, economics, finance, and other social and behavioral sciences, invertibility, Invertibility, Explosive processes, exchange rates, noncausal models, ergodic, bubbles, speculative bubble, Speculative bubble, Asymptotic normality, explosive processes, C58, G10, Consistency, C22

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    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    8
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
8
Top 10%
Average
Average
hybrid