IDEAS home Printed from https://ideas.repec.org/r/ier/iecrev/v14y1973i2p364-71.html
   My bibliography  Save this item

An Adaptive Regression Model

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. Davide Pettenuzzo & Allan Timmermann, 2017. "Forecasting Macroeconomic Variables Under Model Instability," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 183-201, April.
  3. Jean-Louis Combes & Rasmané Ouedraogo, 2014. "Does Pro-cyclical Aid Lead to Pro-cyclical Fiscal Policy? An Empirical Analysis for Sub-Saharan Africa," Working Papers halshs-01084600, HAL.
  4. Schlicht, Ekkehart, 2006. "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics 61656, University of Munich, Department of Economics.
  5. Ward, Ronald W. & Tilley, Daniel S., 1980. "Time Varying Parameters With Random Components: The Orange Juice Industry," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 12(2), pages 1-9, December.
  6. 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.
  7. Freebairn, John W. & Rausser, Gordon C., 1974. "Updating Parameter Estimates: A Least Squares Approach with an Application to the Inventory of Beef Cows," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 42(02), pages 1-17, June.
  8. Faust, Jon & Rogers, John H. & Wang, Shing-Yi B. & Wright, Jonathan H., 2007. "The high-frequency response of exchange rates and interest rates to macroeconomic announcements," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1051-1068, May.
  9. Donald T. Sant, 1977. "Generalized Least Squares Applied to Time Varying Parameter Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 3, pages 301-314, National Bureau of Economic Research, Inc.
  10. Evans, George W. & Ramey, Garey, 2006. "Adaptive expectations, underparameterization and the Lucas critique," Journal of Monetary Economics, Elsevier, vol. 53(2), pages 249-264, March.
  11. 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.
  12. Huang, Chung L. & Raunikar, Robert, 1981. "Spline Functions: An Alternative To Estimating Income-Expenditure Relationships For Beef," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 13(1), pages 1-6, July.
  13. Bakhodir A Ergashev, 2004. "Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures," Econometrics 0402001, University Library of Munich, Germany, revised 16 Mar 2004.
  14. 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.
  15. Schlicht, Ekkehart, 2006. "Macroeconomic Confusion," Discussion Papers in Economics 886, University of Munich, Department of Economics.
  16. Arrau, Patricio & De Gregorio, Jose & Reinhart, Carmen M. & Wickham, Peter, 1995. "The demand for money in developing countries: Assessing the role of financial innovation," Journal of Development Economics, Elsevier, vol. 46(2), pages 317-340, April.
  17. Schlicht, Ekkehart & Ludsteck, Johannes, 2006. "Variance Estimation in a Random Coefficients Model," Discussion Papers in Economics 904, University of Munich, Department of Economics.
  18. Herbert Buscher, 1984. "The stability of the West German demand for money, 1965—1982," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 120(2), pages 256-278, June.
  19. Adom, Philip Kofi & Bekoe, William, 2013. "Modelling electricity demand in Ghana revisited: The role of policy regime changes," Energy Policy, Elsevier, vol. 61(C), pages 42-50.
  20. 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.
  21. Thomas F. Cooley & Steven J. DeCanio, 1974. "Varying-Parameter Supply Functions and the Sources of Economic Distress in American Agriculture, 1866-1914," NBER Working Papers 0057, National Bureau of Economic Research, Inc.
  22. Arrau, Patricio & De Gregorio, Jose, 1993. "Financial Innovation and Money Demand: Application to Chile and Mexico," The Review of Economics and Statistics, MIT Press, vol. 75(3), pages 524-530, August.
  23. Cohen Daniel & Michel Philippe, 1986. "Dynamic consistency of government's behavior : a user's guide," CEPREMAP Working Papers (Couverture Orange) 8605, CEPREMAP.
  24. 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.
  25. Schlicht, Ekkehart, . "Grundlagen der ökonomischen Analyse," Monographs in Economics, University of Munich, Department of Economics, number 25821, November.
  26. Danilo Mercurio & Costanza Torricelli, 2003. "Estimation and arbitrage opportunities for exchange rate baskets," Applied Economics, Taylor & Francis Journals, vol. 35(15), pages 1689-1698.
  27. Rodríguez, Alejandro & Ruiz, Esther, 2012. "Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 62-74, January.
  28. repec:wrk:wrkemf:13 is not listed on IDEAS
  29. Cohen Daniel & Michel Philippe, 1987. "Two critiques of econometric policy evaluation (the)," CEPREMAP Working Papers (Couverture Orange) 8704, CEPREMAP.
  30. McIntosh, Christopher S. & Shideed, Kamil H., 1989. "The Effect Of Government Programs On Acreage Response Over Time: The Case Of Corn Production In Iowa," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 14(1), pages 1-7, July.
  31. Tribble, Camille M. & Mcintosh, Christopher S. & Wetzstein, Michael E., 1999. "Georgia Cotton Acreage Response to the Boll Weevil Eradication Program," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 31(3), pages 499-506, December.
  32. repec:ehu:biltok:5769 is not listed on IDEAS
  33. Min, Chung-ki, 1998. "A Gibbs sampling approach to estimation and prediction of time-varying-parameter models," Computational Statistics & Data Analysis, Elsevier, vol. 27(2), pages 171-194, April.
  34. 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.
  35. Arash Hadizadeh & Ahmad Jafari Samimi & Zahra Mila Elmi, 2013. "An Estimation of Seasonal GDP Gap in Iran: Application of Adaptive Least Squares Method," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 18(1), pages 157-177, winter.
  36. Evangelia Desli & Subhash Ray & Subal Kumbhakar, 2003. "A dynamic stochastic frontier production model with time-varying efficiency," Applied Economics Letters, Taylor & Francis Journals, vol. 10(10), pages 623-626.
  37. Adom, Philip Kofi, 2015. "Asymmetric impacts of the determinants of energy intensity in Nigeria," Energy Economics, Elsevier, vol. 49(C), pages 570-580.
  38. Arrau, Patricio & de Gregorio, Jose, 1991. "Financial innovation and money demand : theory and empirical implementation," Policy Research Working Paper Series 585, The World Bank.
  39. Alexander H. Sarris, 1974. "A General Algorithm for Simultaneous Estimation of Constant and Randomly-Varying Parameters in Lineal Relations," NBER Working Papers 0038, National Bureau of Economic Research, Inc.
  40. LeBlanc, Michael & Durst, Ron & Hrubovcak, James & Conway, Roger, 1987. "Economic Consequences Of Tax Reform On Agricultural Investment," 1987 Annual Meeting, August 2-5, East Lansing, Michigan 270122, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  41. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
  42. Giraitis, L. & Kapetanios, G. & Yates, T., 2014. "Inference on stochastic time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 179(1), pages 46-65.
  43. Kwakwa, Paul Adjei, 2014. "Energy-growth nexus and energy demand in Ghana: A review of empirical studies," MPRA Paper 54971, University Library of Munich, Germany, revised 01 Apr 2014.
  44. J. Huston McCulloch, 2005. "The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation," Computing in Economics and Finance 2005 239, Society for Computational Economics.
  45. Ingco, Merlinda D. & Manderscheid, Lester V., 1988. "Modelling Parameter Variation in Econometric Models: A Handbook," Agricultural Economic Report Series 201375, Michigan State University, Department of Agricultural, Food, and Resource Economics.
  46. Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
  47. Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2005. "Nonparametric estimation of time varying parameters under shape restrictions," Journal of Econometrics, Elsevier, vol. 126(1), pages 53-77, May.
  48. Galadí, J.A. & Soler-Toscano, F. & Langa, J.A., 2022. "Model transform and local parameters. Application to instantaneous attractors," Chaos, Solitons & Fractals, Elsevier, vol. 159(C).
  49. Ingco, Merlinda D. & Hilker, James H., 1988. "Michigan State University Agriculture Model: U.S. Livestock and Poultry Supply and Demand Component -- Model Structure, Specification, and Empirical Results," Agricultural Economic Report Series 201371, Michigan State University, Department of Agricultural, Food, and Resource Economics.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.