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Journal of the American Statistical Association Volume 72, 1977 - Issue 360a
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Theory and Method

Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients

P. A. V. B. Swamy Federal Reserve System, Washington, D.C., USA
&
J. S. Mehta Department of Mathematics, Temple University, Philadelphia, PA, 19122, USA
Pages 890-898 | Received 01 Mar 1975, Published online: 05 Apr 2012

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Montezuma Dumangane, Nicoletta Rosati & Anna Volossovitch. (2009) Departure from independence and stationarity in a handball match. Journal of Applied Statistics 36:7, pages 723-741.
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Asraul Hoque. (1992) Consumption, co-integration and varying coefficients: the Australian evidence. Applied Economics 24:7, pages 775-780.
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Roger Conway, James Hrubovcak & Michael LeBlanc. (1988) Estimating the Structure of Agricultural Investment: A Stochastic- Coefficients Approach. Journal of Business & Economic Statistics 6:2, pages 231-240.
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PatrickW. Crockett. (1985) Asymptotic Distribution of the Hildreth—Houck Estimator. Journal of the American Statistical Association 80:389, pages 202-204.
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TerryE. Dielman. (1983) Pooled Cross-Sectional and Time Series Data: A Survey of Current Statistical Methodology. The American Statistician 37:2, pages 111-122.
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Articles from other publishers (1)

Mariam Camarero, Juan Sapena & Cecilio Tamarit. (2019) Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle. Computational Economics 56:1, pages 87-114.
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