Annals of Economic and Social Measurement, Volume 2, number 4

Sanford Berg

in NBER Books from National Bureau of Economic Research, Inc

Date: 1973
Note: TWP
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Chapters in this book:

Time-Varying Parameter Structures: An Overview , pp 375-379

David Belsley and Edwin Kuh

A Survey of Stochastic Parameter Regression , pp 381-397

Barr Rosenberg

The Analysis of a Cross Section of Time Series by Stochastically Convergent Parameter Regression , pp 399-428

Barr Rosenberg

Criteria Constraints and Multicollinearity in Random Coefficient Regression Models , pp 429-450

P. A. V. B. Swamy

Error Components Regression Models and Their Applications , pp 451-461

Swarnjit Arora

Systematic (Non-Random) Variation Models Varying Parameter Regression: A Theory And Some Applications , pp 463-473

Thomas Cooley and Edward Prescott

The Estimation of Structural Shifts by Switching Regressions , pp 475-485

Stephen Goldfeld and Richard Quandt

On the Determination of Systematic Parameter Variation in the Linear Regression Model , pp 487-494

David Belsley

A Test for Systematic Variation in Regression Coefficients , pp 495-499

David Belsley

A Bayesian Approach To Estimation Of Time-Varying Regression Coefficients , pp 501-523

Alexander H. Sarris

Time-Varying Regression Coefficients: A Mixed Estimation Approach and Operational Limitations of The General Markov Structure , pp 525-530

J. Phillip Cooper

The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation , pp 531-533

David Belsley

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