Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients

DOI10.2307/2286482zbMath0373.62066OpenAlexW4250766167MaRDI QIDQ4151059

P. A. V. B. Swamy, Jatinder S. Mehta

Publication date: 1977

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2286482

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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