Search Results - subject:"Least mean square algorithm"

On the comparison of OLS and GLS in cointegration regressions

Jo, Sunghan; Park, Joon Y. - In: Journal of economic theory and econometrics : journal … 3 (1997) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10001560608

On the efficiences of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model

Kurata, Hiroshi - 1997

Persistent link: https://www.econbiz.de/10000644022

Doing least squares : some scenes from history

John, Aldrich - 1996

Persistent link: https://www.econbiz.de/10000610459

The Kalman Filter in Finance

Wells, Curt - 1996

A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests...

Persistent link: https://www.econbiz.de/10013520113