A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares

A Fortran implementation for the "Flexible Least Squares" (FLS) method for time-varying linear regression (FLS-TVLR) is discussed. The latest Fortran implementation for FLS-TVLR, along with tutorials and research publications, can be accessed here: http://www.econ.iastate.edu/tesfatsi/flshome.htm

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Year of publication:	1989-02-01
Authors:	Kalaba, Robert E. ; Rasakhoo, N. ; Tesfatsion, Leigh S.
Institutions:	Department of Economics, Iowa State University

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Series:	Staff General Research Papers.
Type of publication:	Book / Working Paper
Notes:	Published in Computational Statistics and Data Analysis, February 1989, vol. 7 no. 3, pp. 291-309
Classification:	C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004997727