A Fortran Program For Time-Varying Linear Regression Via Flexible Least Squares
AbstractA Fortran implementation for the "Flexible Least Squares" (FLS) method for time-varying linear regression (FLS-TVLR) is discussed. The latest Fortran implementation for FLS-TVLR, along with tutorials and research publications, can be accessed here: http://www.econ.iastate.edu/tesfatsi/flshome.htm
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Southern California - Department of Economics in its series Papers with number m8730.
Length: 30 pages
Date of creation: 1988
Date of revision:
Contact details of provider:
Postal: UNIVERSITY OF SOUTHERN CALIFORNIA, DEPARTMENT OF ECONOMICS, UNIVERSITY PARK LOS ANGELES CALIFORNIA 90089-0152 U.S.A.
Phone: (213) 740-8335
Fax: (213) 740-8543
Web page: http://www.usc.edu/dept/LAS/economics/
More information through EDIRC
econometrics ; computer programmes;
Other versions of this item:
- Kalaba, Robert & Rasakhoo, Nima & Tesfatsion, Leigh, 1989. "A FORTRAN program for time-varying linear regression via flexible least squares," Computational Statistics & Data Analysis, Elsevier, vol. 7(3), pages 291-309, February.
- Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S., 1989. "A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares," Staff General Research Papers 11195, Iowa State University, Department of Economics.
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Cassola, Nuno & Morana, Claudio, 2010.
"Comovements in volatility in the euro money market,"
Journal of International Money and Finance,
Elsevier, vol. 29(3), pages 525-539, April.
- Cassola, Nuno & Morana, Claudio, 2006. "Comovements in volatility in the euro money market," Working Paper Series 0703, European Central Bank.
- Nuno Cassola & Claudio Morana, 2007. "Comovements in Volatility in the Euro Money Market," ICER Working Papers 7-2007, ICER - International Centre for Economic Research.
- Morana, Claudio, 2006. "A small scale macroeconometric model for the Euro-12 area," Economic Modelling, Elsevier, vol. 23(3), pages 391-426, May.
- Kalaba, Robert & Tesfatsion, Leigh, 1996.
"A multicriteria approach to model specification and estimation,"
Computational Statistics & Data Analysis,
Elsevier, vol. 21(2), pages 193-214, February.
- Robert Kalaba & Leigh Tesfatsion, 1995. "A Multicriteria Approach to Model Specification and Estimation," Econometrics 9501001, EconWPA.
- Kalaba, Robert E. & Tesfatsion, Leigh S., 1996. "A Multicriteria Approach to Model Specification and Estimation," Staff General Research Papers 1684, Iowa State University, Department of Economics.
- Zsuzsanna Zsibók & Balázs Varga, 2012. "Inflation Persistence in Hungary: a Spatial Analysis," Working Papers 1203, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
- He, Ling T., 2005. "Instability and predictability of factor betas of industrial stocks: The Flexible Least Squares solutions," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 619-640, September.
- Lutkepohl, Helmut & Herwartz, Helmut, 1996. "Specification of varying coefficient time series models via generalized flexible least squares," Journal of Econometrics, Elsevier, vol. 70(1), pages 261-290, January.
- Zsolt Darvas & Balázs Varga, 2012. "Uncovering Time-Varying Parameters with the Kalman-Filter and the Flexible Least Squares: a Monte Carlo Study," Working Papers 1204, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).
If references are entirely missing, you can add them using this form.