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A Survey of Stochastic Parameter Regression

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


  • Barr Rosenberg


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  • Barr Rosenberg, 1973. "A Survey of Stochastic Parameter Regression," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 381-397 National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberch:9933

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    Cited by:

    1. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    2. Bill McDonald & William D. Nichols, 1984. "Nonstationarity Of Beta And Tests Of Market Efficiency," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(4), pages 315-322, December.
    3. Christopher B. Barry, 1980. "Bayesian Betas And Deception: A Comment," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 85-90, March.
    4. Aknouche Abdelhakim, 2013. "Two-Stage Weighted Least Squares Estimation of Nonstationary Random Coefficient Autoregressions," Journal of Time Series Econometrics, De Gruyter, vol. 5(1), pages 25-46, January.
    5. Tucci, Marco P., 1995. "Time-varying parameters: a critical introduction," Structural Change and Economic Dynamics, Elsevier, vol. 6(2), pages 237-260, June.

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