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- W3121291036 abstract "This article develops a multicriteria flexible least squares (FLS) method for time-varying linear regression. The basic FLS objective is to determine the efficiency frontier, that is, the set of all coefficient trajectory estimates that yield vector-minimal sums of squared residual measurement and dynamic errors conditional on a given set of observations. The FLS algorithm was incorporated into the statistical packages GAUSS/TSM and SHAZAM in 1997. Annotated pointers to related work can be accessed here: http://www2.econ.iastate.edu/tesfatsi/flshome.htm" @default.
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- W3121291036 date "1989-01-01" @default.
- W3121291036 modified "2023-09-27" @default.
- W3121291036 title "Time-Varying Linear Regression Via Flexible Least Squares" @default.
- W3121291036 hasPublicationYear "1989" @default.
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