Pages that link to "Item:Q1156447"

The following pages link to Linear prediction and estimation methods for regression models with stationary stochastic coefficients (Q1156447):

Displaying 23 items.

• Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling (Q429812) (← links)
• How better monetary statistics could have signaled the financial crisis (Q737292) (← links)
• Minding the gap: Central bank estimates of the unemployment natural rate (Q853590) (← links)
• A classification system for economic stochastic control models (Q853648) (← links)
• Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters (Q853649) (← links)
• A note on flexible least squares (Q921825) (← links)
• Mitigation of the Lucas critique with stochastic control methods (Q951408) (← links)
• Stochastic control for economic models: past, present and the paths ahead (Q953733) (← links)
• A comparison of estimators for undersized samples (Q1145464) (← links)
• Indicator and filter attributes of monetary aggregates (Q1145979) (← links)
• A random coefficient approach to seasonal adjustment of economic time series (Q1160557) (← links)
• Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model (Q1162096) (← links)
• Decomposing social indicators using distributional data (Q1362005) (← links)
• A random coefficient model of speculative attacks: The case of the Mexican peso (Q1367826) (← links)
• Adaptive control in the presence of time-varying parameters (Q1390899) (← links)
• A note on global optimization in adaptive control, econometrics and macroeconomics. (Q1605221) (← links)
• Circumstances in which different criteria of estimation can be applied to estimate policy effects (Q1918152) (← links)
• The state of econometrics after John W. Pratt, Robert Schlaifer, Brian Skyrms, and Robert L. Basmann (Q2091326) (← links)
• Best Quadratic Unbiased Prediction in a General Linear Model with Stochastic Regression Coefficients (Q3006272) (← links)
• Response predictions in regressions on panel data (Q3038424) (← links)
• An examination of distributed lag model coefficients estimated with smoothness priors (Q3800920) (← links)
• Stochastic volatility in interest rates and nonlinearity in velocity (Q4546803) (← links)
• Specification tests for time-varying coefficient models (Q6108274) (← links)