JSTOR Daily

Estimating Time-Varying Parameters in Linear Regression Models Using A Two-Part Decomposition of the Optimal Control Formulation

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 62, No. 3 (Dec., 2000), pp. 433-447 (15 pages) This paper discusses an econometric technique based on optimal control theory which ...
JSTOR Daily

Estimation of Stationary Stochastic Regression Parameters

The Journal of the American Statistical Association (JASA) has long been considered the premier journal of statistical science. Science Citation Index reported JASA was the most highly cited journal ...
Simon Fraser University

Example 8.13: Parameter Estimation for a Regression Model with ARMA Errors

Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...
Oil

Regression models estimate pipeline construction costs

This article develops five regression models to estimate pipeline construction component costs for different types of pipelines in different regions. Researchers have long used historical pipeline ...