Abstract:The problem of estimating time-varying parameters of econometric models is discussed, by analysing the normal moving window method. A new estim ation method—optimal moving window method is proposed. And recursive LSM formulas with weights using moving wi
熊鷃举. 计量经济模型时变参数估计的最优移动窗法[J]. 南昌大学学报(理科版), 1991, 15(01): 1-.
Xiong Yanju (The College of Pipeline Workers of The Petroleum and Natural Gas General Corporation). . , 1991, 15(01): 1-.