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

DOI10.2307/2286482zbMATH Open0373.62066OpenAlexW4250766167MaRDI QIDQ4151059FDOQ4151059

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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