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On the Determination of Systematic Parameter Variation in the Linear Regression Model

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

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  • David A. Belsley

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Suggested Citation

  • David A. Belsley, 1973. "On the Determination of Systematic Parameter Variation in the Linear Regression Model," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 487-494 National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberch:9939
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    Cited by:

    1. Li, Gang & Song, Haiyan & Witt, Stephen F., 2006. "Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting," International Journal of Forecasting, Elsevier, vol. 22(1), pages 57-71.
    2. Thomas F. Cooley & Kent D. Wall, 1975. "On the Identification of Time Varying Structures," NBER Working Papers 0085, National Bureau of Economic Research, Inc.
    3. Ward, Ronald W. & Tilley, Daniel S., 1980. "Time Varying Parameters with Random Components: The Orange Juice Industry," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 12(02), pages 5-13, December.
    4. David A. Belsley, 1973. "The Applicability of the Kalman Filter in the Determination of Systematic Parameter Variation," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 531-533 National Bureau of Economic Research, Inc.
    5. Thomas F. Cooley & Kent D. Wall, 1976. "Identification Theory for Time Varying Models," NBER Working Papers 0127, National Bureau of Economic Research, Inc.
    6. Drummond, Paulo, 1997. "Infrequent large nominal devaluations and their impact on the futures prices for freingn exchange in Brazil," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finan├žas, Getulio Vargas Foundation (Brazil), vol. 51(2), April.

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