A Note on Optimal Smoothing for Time Varying Coefficient Problems
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- Thomas F. Cooley & Barr Rosenberg & Kent D. Wall, 1977. "A Note on Optimal Smoothing for Time Varying Coefficient Problems," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 4, pages 453-456, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Pagan, Adrian R, 1975. "A Note on the Extraction of Components from Time Series," Econometrica, Econometric Society, vol. 43(1), pages 163-168, January.
- Cooley, Thomas F & Prescott, Edward C, 1976. "Estimation in the Presence of Stochastic Parameter Variation," Econometrica, Econometric Society, vol. 44(1), pages 167-184, January.
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- Donald T. Sant, 1977. "Generalized Least Squares Applied to Time Varying Parameter Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 6, number 3, pages 301-314, National Bureau of Economic Research, Inc.
- James B. Bullard, 1994. "Measures of money and the quantity theory," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 19-30.
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