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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- 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.
- Thomas F. Cooley & Kent D. Wall, 1975. "On the Identification of Time Varying Structures," NBER Working Papers 0085, National Bureau of Economic Research, Inc.
- 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.
- Ward, Ronald W. & Tilley, Daniel S., 1980. "Time Varying Parameters With Random Components: The Orange Juice Industry," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 12(02), December.
- 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.
- Thomas F. Cooley & Kent D. Wall, 1976. "Identification Theory for Time Varying Models," NBER Working Papers 0127, National Bureau of Economic Research, Inc.
- 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 Finanças, Getulio Vargas Foundation (Brazil), vol. 51(2), April.
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