Linear prediction and estimation methods for regression models with stationary stochastic coefficients
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Cites work
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Cited in
(23)- Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model
- Indicator and filter attributes of monetary aggregates
- A note on global optimization in adaptive control, econometrics and macroeconomics.
- Stochastic volatility in interest rates and nonlinearity in velocity
- Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling
- Minding the gap: Central bank estimates of the unemployment natural rate
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- Mitigation of the Lucas critique with stochastic control methods
- Specification tests for time-varying coefficient models
- Stochastic control for economic models: past, present and the paths ahead
- A classification system for economic stochastic control models
- Circumstances in which different criteria of estimation can be applied to estimate policy effects
- How better monetary statistics could have signaled the financial crisis
- Adaptive control in the presence of time-varying parameters
- An examination of distributed lag model coefficients estimated with smoothness priors
- A note on flexible least squares
- Best Quadratic Unbiased Prediction in a General Linear Model with Stochastic Regression Coefficients
- Decomposing social indicators using distributional data
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- A comparison of estimators for undersized samples
- The state of econometrics after John W. Pratt, Robert Schlaifer, Brian Skyrms, and Robert L. Basmann
- Response predictions in regressions on panel data
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