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Time-varying parameter OLS

Time-Varying Parameter OLS extends classical ordinary least squares to allow regression coefficients to change over time. Instead of assuming fixed slopes throughout the sample, the model treats each coefficient as a stochastic process, tracking how economic relationships evolve — making it well-suited for analysing structural change in time-series data.

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Time-Varying Parameter Ordinary Least Squares

Rekodi ya mbinu ya kiajenda · regression-model / econometrics

Cooley, T. F., & Prescott, E. C. (1976). Estimation in the Presence of Stochastic Parameter Variation. Econometrica, 44(1), 167–184. · DOI 10.2307/1911389
Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press. · ISBN 978-0521405737

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