id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
z890rr19m2s	Jiyun Zu	Examining Nonlinear Changes of Coefficients in Time-Varying Dynamic Factor Models	2008		.txt	text/plain	154	5	37	To better investigate complex nonstationary multivariate time series, the current thesis aims to extend earlier work on using time-varying dynamic factor models to represent linear changes of coefficients to nonlinear cases. Results suggest that (i) the EKS recovered dynamics of latent factors and time-varying coefficients rather faithfully; (ii) the GML and the bootstrap worked well, expect for certain parameters in the dynamic model; (iii) the amplitude of changes of the time-varying coefficient played a crucial role in whether the coefficient can be assumed to be fixed and the accuracy of estimates.	cache/z890rr19m2s.txt	txt/z890rr19m2s.txt