scientific article; zbMATH DE number 3947439

zbMATH Open0589.62049MaRDI QIDQ3718007FDOQ3718007

Authors: Gregory C. Chow 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

maximum likelihood estimationregressionidentifiabilityrandom coefficient modelssimultaneous equationslinearrecursivetime-dependent parametersnonlinear simultaneous equationschanging coefficientstesting the constancy of regression coefficients

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Applications of statistics to economics (62P20)

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• A method of dynamization of regression coefficients
• New results in Sridhar filtering theory: The discrete case
• An algorithm to estimate time-varying parameter SURE models under different types of restriction
• The flexible least squares approach to time-varying linear regression
• Time-varying parameter models with endogenous regressors
• Specification tests for time-varying coefficient models
• A model for variables with suddenly changing parameters
• Varying random coefficient models
• Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
• Random coefficient regressions: parametric goodness-of-fit tests.
• An adaptive filter for time‐varying‐parameter models
• An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions
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• Time-varying linear regression via flexible least squares
• Heavy tails of OLS

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