An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions

DOI10.1007/978-3-642-57489-4_19zbMath1439.62030OpenAlexW3022369355MaRDI QIDQ3298667

Susan Orbe, Eva Ferreira, Juan M. Rodríguez-Póo

Publication date: 15 July 2020

Published in: Compstat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57489-4_19

zbMATH Keywords

nonparametric methodsconstrained estimatorscross restrictionsseasonal restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08)

Cites Work

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