NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

A Note on Optimal Smoothing for Time Varying Coefficient Problems

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Thomas F. Cooley, Barr Rosenberg, Kent D. Wall

Chapter in NBER book Annals of Economic and Social Measurement, Volume 6, number 4 (1977), Sanford V. Berg, editor (p. 125 - 128)
Published in October 1977 by NBER

This chapter first appeared as NBER working paper w0128, A Note on Optimal Smoothing for Time Varying Coefficient Problems, Thomas F. Cooley, Kent D. Wall

This paper is available as PDF (200 K) or via email.

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