Specification of varying coefficient time series models via generalized flexible least squares
type: Item
instance of: scholarly article
title: Specification of varying coefficient time series models via generalized flexible least squares
zbMATH Open document ID: 0834.62087
DOI: 10.1016/0304-4076(94)01692-5
author: Helmut Herwartz
author: Helmut Lütkepohl
published in: Journal of Econometrics
publication date: 1996-04-08T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 843661
zbMATH Keywords: flexile least squares
zbMATH Keywords: periodic models
zbMATH Keywords: time-varying coefficients
zbMATH Keywords: time series models
zbMATH Keywords: seasonal variation
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)01692-5
OpenAlex ID: W2111414066
cites work: Time-varying linear regression via flexible least squares
cites work: Flexible least squares for approximately linear systems
cites work: Q4001588
description: scientific article; zbMATH DE number 843661