Time-Varying Parameter Regression Models
- 1 August 1983
- journal article
- Published by JSTOR in American Journal of Political Science
- Vol. 27 (3) , 557
- https://doi.org/10.2307/2110985
Abstract
This article discusses a variety of techniques for estimating time series models in which the parameters vary with time. In particular, it compares the Brown-Du...Keywords
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