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A Note on Optimal Smoothing for Time Varying Coefficient Problems

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. 453 - 456)
Published in October 1977 by NBER

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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
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