A FORTRAN program for time-varying linear regression via flexible least squares

DOI10.1016/0167-9473(89)90029-7zbMath0726.62153OpenAlexW1987645599MaRDI QIDQ804198

Nima Rasakhoo, Leigh Tesfatsion, Robert E. Kalaba

Publication date: 1989

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(89)90029-7

zbMATH Keywords

time-varying coefficientssimulation experimentstime-seriesFORTRAN programsmoothness priorflexible least squares

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (7)

Sequential nonlinear estimation with nonaugmented priors ⋮ A multicriteria approach to model specification and estimation ⋮ The flexible least squares approach to time-varying linear regression ⋮ U.S. money demand instability. A flexible least squares approach ⋮ FLS ⋮ A FORTRAN program for time-varying linear regression via flexible least squares ⋮ Work by Robert Kalaba on multicriteria estimation

Cites Work

• A FORTRAN program for time-varying linear regression via flexible least squares
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