Pages that link to "Item:Q956735"

The following pages link to Recursive estimation in econometrics (Q956735):

Displaying 20 items.

• The hierarchical-likelihood approach to autoregressive stochastic volatility models (Q452568) (← links)
• Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations (Q518238) (← links)
• On exponentially weighted recursive least squares for estimating time-varying parameters and its application to computer workload forecasting (Q715772) (← links)
• Characterization of the oblique projector \(U(VU)^{\dagger}V\) with application to constrained least squares (Q840653) (← links)
• Second special issue on computational econometrics (Q957202) (← links)
• 2nd special issue on matrix computations and statistics (Q959129) (← links)
• Introduction to the special issue on statistical signal extraction and filtering (Q959301) (← links)
• Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm (Q959307) (← links)
• Decomposition of time series models in state-space form (Q959310) (← links)
• Econometric methods of signal extraction (Q959313) (← links)
• The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
• On the concept of matrix derivative (Q990902) (← links)
• Linear dynamic harmonic regression (Q1020902) (← links)
• Tensor products and matrix differential calculus (Q1065108) (← links)
• Identification of linear stochastic models with covariance restrictions (Q1077122) (← links)
• Some aspects of testing non-nested hypotheses (Q1172358) (← links)
• Dropping variables versus use of proxy variables in linear regression (Q1918145) (← links)
• Computationally efficient methods for estimating the updated-observations SUR models (Q2382758) (← links)
• A recursive three-stage least squares method for large-scale systems of simultaneous equations (Q2412701) (← links)
• Model combination in neural-based forecasting (Q2497263) (← links)