A note on flexible least squares

DOI10.1016/0165-1889(90)90011-5MaRDI QIDQ921825zbMATH OpenOpenAlexFDO

Authors Marco P. Tucci

Publication date 1990

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(90)90011-5

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parameters
• An exact sequential solution procedure for a class of discrete-time nonlinear estimation problems
• An organizing principle for dynamic estimation
• scientific article; zbMATH DE number 3709465 (Why is no real title available?)
• scientific article; zbMATH DE number 3727458 (Why is no real title available?)
• scientific article; zbMATH DE number 3761259 (Why is no real title available?)
• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• scientific article; zbMATH DE number 45973 (Why is no real title available?)
• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• Sequential nonlinear estimation with nonaugmented priors
• Stochastic processes and filtering theory
• The flexible least squares approach to time-varying linear regression
• Time-varying linear regression via flexible least squares

Cited in

(2)

• Remembering Marco Tucci
• A further note on flexible least squares and Kalman filtering

This page was built for publication: A note on flexible least squares

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q921825)