Cooley, Thomas F.; Prescott, Edward C. Estimation in the presence of stochastic parameter variation. (English) Zbl 0325.62067 Econometrica 44, 167-184 (1976). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 25 Documents MSC: 62P20 Applications of statistics to economics 62J05 Linear regression; mixed models 62F10 Point estimation 62F03 Parametric hypothesis testing PDF BibTeX XML Cite \textit{T. F. Cooley} and \textit{E. C. Prescott}, Econometrica 44, 167--184 (1976; Zbl 0325.62067) Full Text: DOI Link