scientific article; zbMATH DE number 4199287

MaRDI QIDQ3350488zbMATHFDO

Authors Josemar Rodrigues, Heleno Bolfarine

Publication date 1989

zbMATH Keywords

random walkrandom coefficient regression modelBayesian least-squares estimator

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Recommendations

• scientific article; zbMATH DE number 3907571
• Time-varying coefficient models: A comparison of alternative estimation strategies
• Bayesian estimation of a time varying parameter autoregression model
• Time-varying linear regression via flexible least squares
• scientific article; zbMATH DE number 3896096

Cited in

(4)

• scientific article; zbMATH DE number 3896096 (Why is no real title available?)
• Least squares estimator for regression models with some deterministic time varying parameters
• Time-varying linear regression via flexible least squares
• Specification of varying coefficient time series models via generalized flexible least squares

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3350488)