A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares

R. Kalaba, N. Rasakhoo and Leigh Tesfatsion ()

Staff General Research Papers from Iowa State University, Department of Economics

Abstract: A Fortran implementation for the "Flexible Least Squares" (FLS) method for time-varying linear regression (FLS-TVLR) is discussed. The latest Fortran implementation for FLS-TVLR, along with tutorials and research publications, can be accessed here: http://www.econ.iastate.edu/tesfatsi/flshome.htm

Keywords: Flexible Least Squares (FLS); Time-varying linear regression; Fortran implementation (search for similar items in EconPapers)
JEL-codes: C1 C2 C5 (search for similar items in EconPapers)
Date: 2004-01-11

Published in Computational Statistics and Data Analysis, February 1989, Vol. 7, No. 3, pp. 291-309.

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Related works:
Working Paper: A FORTRAN PROGRAM FOR TIME-VARYING LINEAR REGRESSION VIA FLEXIBLE LEAST SQUARES (1988)
Journal Article: A FORTRAN program for time-varying linear regression via flexible least squares (1989)
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Persistent link: http://EconPapers.repec.org/RePEc:isu:genres:11195

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