An algorithm to estimate time-varying parameter SURE models under different types of restriction
DOI10.1016/S0167-9473(02)00229-3zbMATH Open1429.62690OpenAlexW2125067246MaRDI QIDQ951875FDOQ951875
Authors: Susan Orbe, Eva Ferreira, Juan Rodriguez-Poo 
Publication date: 4 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00229-3
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Cited In (7)
- Second special issue on computational econometrics
- A comparative study of algorithms for solving seemingly unrelated regressions models
- Nonparametric estimation of time varying parameters under shape restrictions
- Bootstrap-based tests for deterministic time-varying coefficients in regression models
- Efficient algorithms for block downdating of least squares solutions
- Smooth coefficient estimation of a seemingly unrelated regression
- An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions
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