Generalized Least Squares Applied to Time Varying Parameter Models

Donald T. Sant
Published Date
Copyright 1977
Book: Annals of Economic and Social Measurement, Volume 6, number 3
Book editor: Sanford V. Berg, editor
PUBLISHER: NBER
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  • Donald T. Sant, Annals of Economic and Social Measurement, Volume 6, number 3 (NBER, 1977), https://www.nber.org/books-and-chapters/annals-economic-and-social-measurement-volume-6-number-3/generalized-least-squares-applied-time-varying-parameter-models.

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