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An Adaptive Regression Model

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Author Info
Cooley, Thomas F
Prescott, Edward C

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Article provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.

Volume (Year): 14 (1973)
Issue (Month): 2 (June)
Pages: 364-71
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Handle: RePEc:ier:iecrev:v:14:y:1973:i:2:p:364-71

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  2. Herbert Buscher, 1984. "The stability of the West German demand for money, 1965—1982," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 120(2), pages 256-278, June. [Downloadable!] (restricted)
  3. Thomas F. Cooley, 1974. "Comparison of Robust and Varying Parameter Estimates of a Macroeconometric Model," NBER Working Papers 0056, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Evangelia Desli & Subhash C. Ray & Subal C. Kumbhakar, 2002. "A Dynamic Stochastic Frontier Production Model with Time-Varying Efficiency," Working papers 2003-15, University of Connecticut, Department of Economics. [Downloadable!]
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  5. James H. Stock & Martin Feldstein, 1994. "Measuring Money Growth When Financial Markets Are Changing," NBER Working Papers 4888, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Reinhart, Carmen & Arrau, Patricio & DeGregorio, Jose & Wickham, Peter, 1991. "The demand for money in developing countries: Assessing the role of financial innovation," MPRA Paper 13691, University Library of Munich, Germany. [Downloadable!]
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  7. Bakhodir A Ergashev, 2004. "Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures," Econometrics 0402001, EconWPA, revised 16 Mar 2004. [Downloadable!]
  8. Susan Orbe & Eva Ferreira & Juan Rodriguez-Poo, 2001. "Nonparametric estimation of time varying parameters under shape restrictions," BILTOKI 200102, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
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