Estimation in the Presence of Stochastic Parameter Variation

DOI10.2307/1911389zbMath0325.62067OpenAlexW2091965280MaRDI QIDQ4089701

Thomas F. Cooley, Edward C. Prescott

Publication date: 1976

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8410624e7adabce0ea0fc486712021e8269424e2

Mathematics Subject Classification ID

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

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