Generalized Least Squares Applied to Time Varying Parameter Models
In: Annals of Economic and Social Measurement, Volume 6, number 3
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Cited by:
- Chavas, Jean-Paul, 1982. "A Study Of Structural Change: The Demand For Meat," 1982 Annual Meeting, August 1-4, Logan, Utah 279153, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Koichiro Moriya & Akihiko Noda, 2022. "Time Instability of the Fama-French Multifactor Models: An International Evidence," Papers 2208.01270, arXiv.org, revised Jun 2024.
- Abonazel, Mohamed R., 2016. "Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties," MPRA Paper 72586, University Library of Munich, Germany.
- Möller, Joachim, 1988. "Time-varying coefficients in a simultaneous equation model: Theoretical concept and some simulation results," Discussion Papers, Series I 241, University of Konstanz, Department of Economics.
- Hadjiantoni, Stella & Kontoghiorghes, Erricos John, 2022. "An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models," Econometrics and Statistics, Elsevier, vol. 21(C), pages 1-18.
- Al-Kahtani, Safer H. & Sofian, Badr El-din E., 1995. "Estimating preference change in meat demand in Saudi Arabia," Agricultural Economics, Blackwell, vol. 12(1), pages 91-98, April.
- V. Vance Roley & Simon M. Wheatley, 1990. "Temporal Variation in the Interest-Rate Response to Money Announcements," NBER Working Papers 3471, National Bureau of Economic Research, Inc.
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