Pages that link to "Item:Q4089701"

The following pages link to Estimation in the Presence of Stochastic Parameter Variation (Q4089701):

Displaying 26 items.

• Nonparametric estimation of time varying parameters under shape restrictions (Q262746) (← links)
• Time varying VARs with inequality restrictions (Q545190) (← links)
• Inference and prediction in a multiple-structural-break model (Q737962) (← links)
• A FORTRAN program for time-varying linear regression via flexible least squares (Q804198) (← links)
• Estimation of covariance components for random-walk regression parameters (Q899839) (← links)
• Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
• Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
• Time-varying linear regression via flexible least squares (Q1116593) (← links)
• New results in Sridhar filtering theory: The discrete case (Q1117193) (← links)
• A Gibbs sampling approach to estimation and prediction of time-varying-parameter models. (Q1129248) (← links)
• A least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parameters (Q1132732) (← links)
• Some identification and estimation results for regression models with stochastically varying coefficients (Q1151219) (← links)
• Linear prediction and estimation methods for regression models with stationary stochastic coefficients (Q1156447) (← links)
• Simultaneous quantile inference for non-stationary long-memory time series (Q1708990) (← links)
• Modeling house price synchronization across the U.S. states and their time-varying macroeconomic linkages (Q2046055) (← links)
• Model transform and local parameters. Application to instantaneous attractors (Q2113093) (← links)
• Jump-detection-based estimation in time-varying coefficient models and empirical applications (Q2404166) (← links)
• Departure from independence and stationarity in a handball match (Q3184490) (← links)
• (Q3339965) (← links)
• ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL (Q3481115) (← links)
• The generalized fluctuation test: A unifying view (Q4853092) (← links)
• Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures (Q4913920) (← links)
• Time-varying cointegration and the Kalman filter (Q5862506) (← links)
• BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS (Q6088682) (← links)
• Specification tests for time-varying coefficient models (Q6108274) (← links)
• High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms (Q6617773) (← links)