NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Systematic (Non-Random) Variation Models: Varying Parameter Regression: A Theory And Some Applications

Thomas F. Cooley, Edward C. Prescott

Chapter in NBER book Annals of Economic and Social Measurement, Volume 2, number 4 (1973), Sanford V. Berg, editor (p. 462 - 472)
Published in October 1973 by NBER

download in pdf format
   (421 K)

email paper

This paper is available as PDF (421 K) or via email.

Machine-readable bibliographic record - MARC, RIS, BibTeX

Users who downloaded this chapter also downloaded these:
Belsley and Kuti Time-Varying Parameter Structures: An Overview
Belsley On The Determination of Systematic Parameter Variation in The Linear Regression Model
Belsley A Test for Systematic Variation in Regression Coefficients
Rosenberg A Survey Of Stochastic Parameter Regression
Cooper Time-Varying Regression Coefficients: A Mixed Estimation Approach and Operational Limitations of The General Markov Structure
 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us