【摘要】 本文讨论了参数随时间变化的一类多元回归模型,提出了一种非参数估计方法——准最小二乘核函数估计方法。证明了在一定的条件下所得的估计具有相容性,推广了Robinson的结果。更多还原

【Abstract】 This paper deals with a multiple regression with time-varying parameters. A. method of non-parametric estimation, known as pseudo least squares estimator was given. It is shown that the estimation is consistent and ths results obtained by Robinson can be generalized.更多还原