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An assessment of coefficient accuracy in linear regression models with spatially varying coefficients

โœ Scribed by David C. Wheeler; Catherine A. Calder

Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
314 KB
Volume
9
Category
Article
ISSN
1435-5930

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## Abstract A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated ho