A Note on Optimal Smoothing for Time Varying Coefficient Problems
In: Annals of Economic and Social Measurement, Volume 6, number 4
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- Thomas F. Cooley & Kent D. Wall, 1976. "A Note on Optimal Smoothing for Time Varying Coefficient Problems," NBER Working Papers 0128, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Pagan, Adrian R, 1975. "A Note on the Extraction of Components from Time Series," Econometrica, Econometric Society, vol. 43(1), pages 163-168, January.
- Cooley, Thomas F & Prescott, Edward C, 1976. "Estimation in the Presence of Stochastic Parameter Variation," Econometrica, Econometric Society, vol. 44(1), pages 167-184, January.
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