VC Packages for Estimating Time-Varying Coefficients with Mathematica 8 - 11

Johannes Ludsteck

Software in Economics from University of Munich, Department of Economics

Abstract: These Mathematica packages are updated versions of Johannes Ludstecks implementation of Schlicht's method for estimating a linear regression with time-varying coefficients, originally published at http://library.wolfram.com/infocenter/MathSource/5195/

Language: mathematica
Keywords: Time-varying coefficients; state-space models; time series models (search for similar items in EconPapers)
Date: 2005
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https://epub.ub.uni-muenchen.de/59479/1/VC-package-m8-m11.zip

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Persistent link: https://EconPapers.repec.org/RePEc:lmu:muenso:59479

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