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Systematic (Non-Random) Variation Models Varying Parameter Regression: A Theory And Some Applications

In: Annals of Economic and Social Measurement, Volume 2, number 4

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  • Thomas F. Cooley
  • Edward C. Prescott

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Suggested Citation

  • Thomas F. Cooley & Edward C. Prescott, 1973. "Systematic (Non-Random) Variation Models Varying Parameter Regression: A Theory And Some Applications," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 463-473, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:9937
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    Cited by:

    1. Seo, Jeong-Yun, 1998. "Exchange rate and market power in import price," ISU General Staff Papers 1998010108000013522, Iowa State University, Department of Economics.
    2. Derbez, Luis E., 1980. "Econometric modeling and decision support systems: an applied exercise for a Mexican firm," ISU General Staff Papers 198001010800008322, Iowa State University, Department of Economics.
    3. Chai, Jian & Guo, Ju-E. & Meng, Lei & Wang, Shou-Yang, 2011. "Exploring the core factors and its dynamic effects on oil price: An application on path analysis and BVAR-TVP model," Energy Policy, Elsevier, vol. 39(12), pages 8022-8036.
    4. O. Olawale Awe & A. Adedayo Adepoju, 2018. "Modified Recursive Bayesian Algorithm For Estimating Time-Varying Parameters In Dynamic Linear Models," Statistics in Transition New Series, Polish Statistical Association, vol. 19(2), pages 239-258, June.
    5. McIntosh, Christopher S. & Shideed, Kamil H., 1989. "The Effect Of Government Programs On Acreage Response Over Time: The Case Of Corn Production In Iowa," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 14(1), pages 1-7, July.
    6. repec:fip:fedrer:y:1984:i:sep/oct:p:3-12:n:v.70no.5 is not listed on IDEAS
    7. Michael Dotsey, 1983. "The effects of cash management practices on the demand for demand deposits," Working Paper 83-02, Federal Reserve Bank of Richmond.
    8. Michael Dotsey, 1984. "An investigation of cash management practices and their effects on the demand for money," Economic Review, Federal Reserve Bank of Richmond, vol. 70(Sep), pages 3-12.
    9. Hadjiantoni, Stella & Kontoghiorghes, Erricos John, 2022. "An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models," Econometrics and Statistics, Elsevier, vol. 21(C), pages 1-18.
    10. Karim, Md Aktar Ul & Aithal, Vikram & Bhowmick, Amiya Ranjan, 2023. "Random variation in model parameters: A comprehensive review of stochastic logistic growth equation," Ecological Modelling, Elsevier, vol. 484(C).
    11. Chanjin Chung & Harry M. Kaiser, 2000. "Determinants of temporal variations in generic advertising effectiveness," Agribusiness, John Wiley & Sons, Ltd., vol. 16(2), pages 197-214.
    12. Abonazel, Mohamed R., 2016. "Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties," MPRA Paper 72586, University Library of Munich, Germany.
    13. John E. Silvia, 1984. "Monetary Indicators of Economic Activity," Eastern Economic Journal, Eastern Economic Association, vol. 10(1), pages 15-22, Jan-Mar.

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