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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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  • 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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    References listed on IDEAS

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    1. Nerlove, Marc, 1971. "Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections," Econometrica, Econometric Society, pages 359-382.
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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. 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.
    3. 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.
    4. 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.
    5. 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.
    6. Stock, James & Feldstein, Martin, 1996. "Measuring Money Growth When Financial Markets are Changing," Scholarly Articles 2799053, Harvard University Department of Economics.
    7. Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
    8. Thomas F. Cooley & Kent D. Wall, 1975. "On the Identification of Time Varying Structures," NBER Working Papers 0085, National Bureau of Economic Research, Inc.
    9. Feldstein, Martin & Stock, James H., 1996. "Measuring money growth when financial markets are changing," Journal of Monetary Economics, Elsevier, pages 3-27.
    10. Rodriguez, Abelardo & Ali, Imran & Afzal, Muhammad & Shah, Nisar A. & Mustafa, Usman, 1995. "Price expectations of sheep and goats by producers and intermediaries in Quetta market, Pakistan," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 12(1), April.
    11. 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.

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