HIGHLIGHTS
- who: Susan Orbe from the Departamento de EconometríaUniversidad del País Vasco, Spain have published the article: Nonparametric estimation of time-v arying parameters under shap e restrictions Susan Orb �, in the Journal: (JOURNAL)
- what: The authors propose a new method to estimate nonparametrically a time varying parameter model when some qualitative information from outside data (e_g seasonality) is available. For the implementation process since the estimation procedure envolves the computation of the inverse of a high order matrix the authors provide an algorithm that avoids this computation and also a data-driven method . . .
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