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Least squares estimator for regression models with some deterministic time varying parameters

Author

Listed:
  • Mohamed Boutahar
  • Claude Deniau

Abstract

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Suggested Citation

  • Mohamed Boutahar & Claude Deniau, 1996. "Least squares estimator for regression models with some deterministic time varying parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 43(1), pages 57-67, December.
    • Handle: RePEc:spr:metrik:v:43:y:1996:i:1:p:57-67
    DOI: 10.1007/BF02613897
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    Cited by:

    1. Ahamada Ibrahim & Boutahar Mohamed, 2012. "Power of the KPSS test against shift in variance: a further investigation," Economics Bulletin, AccessEcon, vol. 32(1), pages 854-865.
    2. Ibrahim Ahamada & Mohamed Boutahar, 2010. "The power of some standard tests of stationarity against changes in the unconditional variance," Post-Print halshs-00476024, HAL.
    3. Carlo Grillenzoni, 2008. "Performance of adaptive estimators in slowly varying parameter models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(4), pages 471-482, October.

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