A FORTRAN program for time-varying linear regression via flexible least squares
DOI10.1016/0167-9473(89)90029-7zbMATH Open0726.62153OpenAlexW1987645599MaRDI QIDQ804198FDOQ804198
Authors: Nima Rasakhoo, Leigh Tesfatsion, R. E. Kalaba 
Publication date: 1989
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(89)90029-7
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Cites Work
- A FORTRAN program for time-varying linear regression via flexible least squares
- Title not available (Why is that?)
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
- Estimation in the Presence of Stochastic Parameter Variation
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- Two Methods for Examining the Stability of Regression Coefficients
- Partition Regression
- Some Algorithms for Linear Spline and Piecewise Multiple Linear Regression
- The flexible least squares approach to time-varying linear regression
- Sequential nonlinear estimation with nonaugmented priors
- Exact sequential filtering, smoothing and prediction for nonlinear systems
- U.S. money demand instability. A flexible least squares approach
Cited In (10)
- The flexible least squares approach to time-varying linear regression
- Specification of varying coefficient time series models via generalized flexible least squares
- FLS
- FORTRAN Programs for Running the TR Test: A Guide and Examples
- A FORTRAN program for time-varying linear regression via flexible least squares
- A multicriteria approach to model specification and estimation
- Work by Robert Kalaba on multicriteria estimation
- U.S. money demand instability. A flexible least squares approach
- Sequential nonlinear estimation with nonaugmented priors
- Time-varying linear regression via flexible least squares
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