Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients

DOI10.2307/2286482MaRDI QIDQ4151059zbMATH OpenOpenAlexFDO

Authors P. A. V. B. Swamy, Jatinder S. Mehta

Publication date 1977

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2286482

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited in

(7)

• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
• Departure from independence and stationarity in a handball match
• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• The efficiency of estimating a random coefficient model
• Estimation of covariance components for random-walk regression parameters
• Uniform inference in linear panel data models with two-dimensional heterogeneity
• Bayesian break-point forecasting in parallel time series, with application to university admissions

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