An algorithm to estimate time-varying parameter SURE models under different types of restriction
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- A nonparametric method to estimate time varying coefficients under seasonal constraints
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- An alternative approach for the numerical solution of seemingly unrelated regression equations models
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- Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
- Nonparametric estimation of time varying parameters under shape restrictions
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- Seasonal Adjustment and Relations Between Variables
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- A comparative study of algorithms for solving seemingly unrelated regressions models
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- Bootstrap-based tests for deterministic time-varying coefficients in regression models
- Smooth coefficient estimation of a seemingly unrelated regression
- Efficient algorithms for block downdating of least squares solutions
- An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions
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