South Asian Journal of Marketing & Management Research
  • Year: 2014
  • Volume: 4
  • Issue: 5

Estimation of time varying parameter regression model

  • Author:
  • A. Madhu, K. N. Sreenivasulu, P. Manohar, M. Subbarayudu
  • Total Page Count: 7
  • Page Number: 44 to 50

*Lecturer, Department of SPM, Santiram Medical College, Nandyal

**Assistant Professor, Department of Statistics, Sri Acharya N.G. Ranga Agricultural College, Mahanandi

***Assistant Professor, Department of GEBH, Sree Vidyanikethan Engineering College, A. Rangampet

****Professor, Department of Statistics, S.V. University, Tirupati, Andhra Pradesh, India

Online published on 7 June, 2014.

Abstract

We know that OLS estimates of regression model are constant throughout the study period. It has often suggested that this may not be valid assumption to make. In time series studies there can be variation over time in the parameters. In this context we will try to develop a method of computing time varying estimates of simple and multiple linear regression models.