Linear prediction and estimation methods for regression models with stationary stochastic coefficients

DOI10.1016/0304-4076(80)90001-9zbMath0468.62098OpenAlexW2044983232MaRDI QIDQ1156447

P. A. Tinsley, P. A. V. B. Swamy

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90001-9

zbMATH Keywords

linear predictionnonstationary processlinear regression modelstochastic coefficients

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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