VC: a method for estimating time-varying coefficients in linear models (Q2132052)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VC: a method for estimating time-varying coefficients in linear models |
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VC: a method for estimating time-varying coefficients in linear models (English)
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27 April 2022
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time-series analysis
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linear model
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state-space estimation
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time-varying coefficients
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moments estimation
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Kalman filtering
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penalized least squares
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HP-filter
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