Pages that link to "Item:Q1151219"

The following pages link to Some identification and estimation results for regression models with stochastically varying coefficients (Q1151219):

Displaying 25 items.

• Maximum likelihood estimation of the dynamic shock-error model (Q583814) (← links)
• Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models (Q790575) (← links)
• Estimation of covariance components for random-walk regression parameters (Q899839) (← links)
• A standard error for the estimated state vector of a state-space model (Q1078969) (← links)
• Testing strategies for model specification (Q1084825) (← links)
• New results in Sridhar filtering theory: The discrete case (Q1117193) (← links)
• Some identification and estimation results for regression models with stochastically varying coefficients (Q1151219) (← links)
• Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method (Q1202452) (← links)
• Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
• Likelihood inference in BL-GARCH models (Q1424647) (← links)
• Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
• A time-varying model of rational learning (Q1676751) (← links)
• Consistent estimation of time-varying loadings in high-dimensional factor models (Q1739877) (← links)
• Time-varying parameters and nonconvergence to rational expectations under least squares learning (Q1801820) (← links)
• Mixed-Effects State-Space Models for Analysis of Longitudinal Dynamic Systems (Q3013977) (← links)
• IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS (Q3028144) (← links)
• (Q3339965) (← links)
• Dynamic component detection in a multifactor model for stock returns (Q3598295) (← links)
• Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors (Q3727192) (← links)
• ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS (Q3740038) (← links)
• Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
• Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures (Q4913920) (← links)
• Optimized adaptive prediction (Q5123722) (← links)
• Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
• The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models (Q6133735) (← links)