Estimation of covariance components for random-walk regression parameters

DOI10.1016/0165-1765(86)90183-7zbMath1328.62129OpenAlexW2069404267MaRDI QIDQ899839

Larry J. Lockwood

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90183-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Statistical methods; economic indices and measures (91B82)

Cites Work

• Some identification and estimation results for regression models with stochastically varying coefficients
• Linear Regression with Random Coefficients: The Finite Sample and Convergence Properties
• Estimation in the Presence of Stochastic Parameter Variation
• Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients
• An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model
• On the Use of Incomplete Prior Information in Regression Analysis
• Some Estimators for a Linear Model with Random Coefficients
• Estimation of Stationary Stochastic Regression Parameters
• The Estimation of Stationary Stochastic Regression Parameters Reexamined
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Estimation of covariance components for random-walk regression parameters