SOME IDENTIFICATION AND ESTIMATION RESULTS FOR REGRESSION-MODELS WITH STOCHASTICALLY VARYING COEFFICIENTS

被引：77

作者：

PAGAN, A

机构：

来源：

关键词：

D O I：

10.1016/0304-4076(80)90084-6

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：341 / 363

页数：23

共 37 条

[1]

BASAWA IV, 1976, SANKHYA A, V38, P259

[2] VARIABLE-PARAMETER MODEL OF EXPORTING BEHAVIOR [J].

BATCHELOR, RA .

[3] ESTIMATION IN PRESENCE OF STOCHASTIC PARAMETER VARIATION [J].

COOLEY, TF ;

PRESCOTT, EC .

[4]

COOLEY TF, 1977, 86 U CAL WORK PAP EC

[5]

COOLEY TF, 1978, IDENTIFICATION THEOR

[6]

CROWDER MJ, 1976, J ROY STAT SOC B MET, V38, P45

[7]

DHRYMES PJ, 1970, ECONOMETRICS

[8]

DHRYMES PJ, 1976, INT ECON REV, V17, P362

[9]

Feller W, 1971, INTRO PROBABILITY TH

[10] 2 METHODS FOR EXAMINING STABILITY OF REGRESSION COEFFICIENTS [J].

GARBADE, K .