A FORTRAN program for time-varying linear regression via flexible least squares
A 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://www2.econ.iastate.edu/tesfatsi/flshome.htm
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- 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 Archive 11195, Iowa State University, Department of Economics.
- Kalaba, R. & Rasakhoo, N. & Tesfatsion, L., 1988. "A Fortran Program For Time-Varying Linear Regression Via Flexible Least Squares," Papers m8730, Southern California - 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
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- Zhou, Jian, 2013. "Conditional market beta for REITs: A comparison of modeling techniques," Economic Modelling, Elsevier, vol. 30(C), pages 196-204.
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