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

Author

Listed:
  • Ludsteck, Johannes

Programming Language

mathematica

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/

Suggested Citation

  • Ludsteck, Johannes, 2005. "VC Packages for Estimating Time-Varying Coefficients with Mathematica 8 - 11," Software in Economics 59479, University of Munich, Department of Economics.
    • Handle: RePEc:lmu:muenso:59479
    as

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    File URL: https://epub.ub.uni-muenchen.de/59479/1/VC-package-m8-m11.zip
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