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Comparison of Robust and Varying Parameter Estimates of a Macroeconometric Model

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NBER1974-09-01 更新2025-01-04 收录
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Four estimators of econometric models are compared for predictive accuracy. Two estimators assume that the parameters of the equations are subject to variation over time. The first of these, the adaptive regression technique (ADR), assumes that the intercept varies overtime, while the other, a

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1974-09-01
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