NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Generalized Least Squares Applied to Time Varying Parameter Models

Donald T. Sant

Chapter in NBER book Annals of Economic and Social Measurement, Volume 6, number 3 (1977), Sanford V. Berg, editor (p. 301 - 314)
Published in July 1977 by NBER

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