IDEAS home Printed from https://ideas.repec.org/h/nbr/nberch/9941.html
   My bibliography  Save this book chapter

A Bayesian Approach To Estimation Of Time-Varying Regression Coefficients

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

Author

Listed:
  • Alexander H. Sarris

Abstract

No abstract is available for this item.

Suggested Citation

  • Alexander H. Sarris, 1973. "A Bayesian Approach To Estimation Of Time-Varying Regression Coefficients," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 501-523, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:9941
    as

    Download full text from publisher

    File URL: http://www.nber.org/chapters/c9941.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Delle Monache, Davide & Petrella, Ivan, 2017. "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
    2. Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
    3. 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).
    4. Christopher B. Barry, 1980. "Bayesian Betas And Deception: A Comment," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 85-90, March.
    5. Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance 1409, Birkbeck, Department of Economics, Mathematics & Statistics.
    6. Feldstein, Martin & Stock, James H., 1996. "Measuring money growth when financial markets are changing," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 3-27, February.
    7. Douglas O. Staiger & James H. Stock & Mark W. Watson, 1997. "How Precise Are Estimates of the Natural Rate of Unemployment?," NBER Chapters, in: Reducing Inflation: Motivation and Strategy, pages 195-246, National Bureau of Economic Research, Inc.
    8. 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.
    9. Stock, James H & Watson, Mark W, 1996. "Evidence on Structural Instability in Macroeconomic Time Series Relations," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(1), pages 11-30, January.
    10. James H. Stock & Mark W. Watson, 1996. "Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model," NBER Technical Working Papers 0201, National Bureau of Economic Research, Inc.
    11. Thomas F. Cooley, 1975. "A Comparison of Robust and Varying Parameter Estimates of a Macro-Econometric Model," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 4, number 3, pages 373-388, National Bureau of Economic Research, Inc.
    12. Lin, Boqiang & Bai, Rui, 2021. "Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective," Research in International Business and Finance, Elsevier, vol. 56(C).
    13. Solimano, Andres, 1989. "How private investment reacts to changing macroeconomic conditions : the case of Chile in the 1980s," Policy Research Working Paper Series 212, The World Bank.
    14. repec:wrk:wrkemf:13 is not listed on IDEAS
    15. Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 3-30, January.
    16. Thomas F. Cooley & Kent D. Wall, 1975. "On the Identification of Time Varying Structures," NBER Working Papers 0085, National Bureau of Economic Research, Inc.
    17. 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.
    18. Various, 1974. "Staff Reports on Research Under Way," NBER Chapters, in: Issues for Research: Energy, the Environment, and the Economy, Inflation Accounting, pages 15-116, National Bureau of Economic Research, Inc.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:9941. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.