Estimation in the Presence of Stochastic Parameter Variation

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

Cited In (26)

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Title not available (Why is that?)
Inference and prediction in a multiple-structural-break model
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High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms
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