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A new method for estimating linear models with time varying parameters and errors in the observed data

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  • Willemstein, A.P.

    (Tilburg University, Faculty of Economics)

Abstract

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  • Willemstein, A.P., 1978. "A new method for estimating linear models with time varying parameters and errors in the observed data," Research Memorandum FEW 72, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiurem:87877ee6-1ee8-4469-8d74-ccf1c30e6c2f
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    References listed on IDEAS

    as
    1. Swamy, P A V B, 1970. "Efficient Inference in a Random Coefficient Regression Model," Econometrica, Econometric Society, vol. 38(2), pages 311-323, March.
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