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A Bayesian Approach To Estimation Of Time-Varying Regression Coefficients

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

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  • Alexander H. Sarris

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Suggested Citation

  • Alexander H. Sarris, 1973. "A Bayesian Approach To Estimation Of Time-Varying Regression Coefficients," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 501-523 National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberch:9941
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    Cited by:

    1. Delle Monache, Davide & Petrella, Ivan, 2017. "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
    2. 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.
    3. Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
    4. Thomas F. Cooley & Kent D. Wall, 1975. "On the Identification of Time Varying Structures," NBER Working Papers 0085, National Bureau of Economic Research, Inc.
    5. Möller, Joachim, 1988. "Time-varying coefficients in a simultaneous equation model: Theoretical concept and some simulation results," Discussion Papers, Series I 241, University of Konstanz, Department of Economics.
    6. Douglas O. Staiger & James H. Stock & Mark W. Watson, 1997. "How Precise Are Estimates of the Natural Rate of Unemployment?," NBER Chapters,in: Reducing Inflation: Motivation and Strategy, pages 195-246 National Bureau of Economic Research, Inc.
    7. Al-Kahtani, Safer H. & Sofian, Badr El-din E., 1995. "Estimating preference change in meat demand in Saudi Arabia," Agricultural Economics, Blackwell, vol. 12(1), pages 91-98, April.
    8. Feldstein, Martin & Stock, James H., 1996. "Measuring money growth when financial markets are changing," Journal of Monetary Economics, Elsevier, vol. 37(1), pages 3-27, February.
    9. Various, 1974. "Staff Reports on Research Under Way," NBER Chapters,in: Issues for Research: Energy, the Environment, and the Economy, Inflation Accounting, pages 15-116 National Bureau of Economic Research, Inc.
    10. Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 3-30, January.
    11. Solimano, Andres, 1989. "How private investment reacts to changing macroeconomic conditions : the case of Chile in the 1980s," Policy Research Working Paper Series 212, The World Bank.
    12. Stock, James & Feldstein, Martin, 1996. "Measuring Money Growth When Financial Markets are Changing," Scholarly Articles 2799053, Harvard University Department of Economics.

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