Time-varying linear regression via flexible least squares
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Publication:1116593
DOI10.1016/0898-1221(89)90091-6zbMath0666.62065OpenAlexW2107600015MaRDI QIDQ1116593
Leigh Tesfatsion, Robert E. Kalaba
Publication date: 1989
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0898-1221(89)90091-6
Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)
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