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Estimating Coefficients That Change over Time - MaRDI portal

Estimating Coefficients That Change over Time

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Publication:5680908

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DOI10.2307/2525850zbMath0264.62035OpenAlexW2106100677MaRDI QIDQ5680908

Robert A. Meyer

Publication date: 1972

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525850

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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