Linear prediction and estimation methods for regression models with stationary stochastic coefficients

DOI10.1016/0304-4076(80)90001-9zbMath0468.62098MaRDI QIDQ1156447

P. A. V. B. Swamy, P. A. Tinsley

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90001-9

zbMATH Keywords

linear prediction; nonstationary process; linear regression model; stochastic coefficients

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91B84: Economic time series analysis

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