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Volumn 23, Issue 7, 1991, Pages 1175-1182

Kaiman filter and the demand for cigarettes

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EID: 0011562630     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036849100000155     Document Type: Article
Times cited : (29)

References (23)
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    • Belsley, C. (1973) On the determination of systematic parameter variation in the linear regression model, Annals of Economics and Social Measurement, 61, 487-94.
    • (1973) Annals of Economics and Social Measurement , vol.61 , pp. 487-494
    • Belsley, C.1
  • 9
    • 0009988880 scopus 로고
    • The demand for cigarettes: further empirical evidence and its implications for public policy
    • Fujii, E. T. (1980) The demand for cigarettes: further empirical evidence and its implications for public policy, Applied Economics, 12, 479-89.
    • (1980) Applied Economics , vol.12 , pp. 479-489
    • Fujii, E.T.1
  • 10
    • 0003005927 scopus 로고
    • Two methods for examining the stability of regression coefficients
    • Garbade, K. (1977) Two methods for examining the stability of regression coefficients, Journal of the American Statistical Association, 72, 54-63.
    • (1977) Journal of the American Statistical Association , vol.72 , pp. 54-63
    • Garbade, K.1
  • 11
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    • 84954790137 scopus 로고
    • Games, Economic Dynamics and Time Series Analysis, Destier, M., F#65533;rst, E. and Schwodianer, G. (eds), Physica-Verlag, Wien-Wurzburg
    • Harvey, A. C. and Phillips, G. (1982) Estimation of regression models with time varying parameters, in Games, Economic Dynamics and Time Series Analysis, Destier, M., F#65533;rst, E. and Schwodianer, G. (eds), Physica-Verlag, Wien-Wurzburg, pp. 306-21.
    • (1982) Estimation of regression models with time varying parameters , pp. 306-321
    • Harvey, A.C.1    Phillips, G.2
  • 17
    • 0040818052 scopus 로고
    • Price elasticity of the demand for cigarettes in the United States
    • Lyon, H. L. and Simon, J. S. (1968) Price elasticity of the demand for cigarettes in the United States, American Journal of Agricultural Economics, 50, 881-893.
    • (1968) American Journal of Agricultural Economics , vol.50 , pp. 881-893
    • Lyon, H.L.1    Simon, J.S.2
  • 18
    • 0008577039 scopus 로고
    • the aggregate demand for cigarettes
    • McGuinness, T. and Cowling, K. (1975) Advertising and the aggregate demand for cigarettes, European Economic Review, 6, 311-28.
    • (1975) European Economic Review , vol.6 , pp. 311-328
    • McGuinness, T.1    Cowling, K.2
  • 19
    • 84945789945 scopus 로고
    • The estimation of the parameters of a linear regression system obeying two separate regimes
    • Quandt, R. (1958) The estimation of the parameters of a linear regression system obeying two separate regimes, Journal of the American Statistical Association, 53, 873-80.
    • (1958) Journal of the American Statistical Association , vol.53 , pp. 873-880
    • Quandt, R.1
  • 20
    • 84954956502 scopus 로고
    • parameter variation, and forecasting, in New Directions in Econometric Modeling and Forecasting in U.S. Agriculture Rausser, G. C. (ed.) American Elsevier Pub. Co., New York
    • Rausser, G. C., Mundlak, Y. and Johnson, S. R. (1983) Structural change, parameter variation, and forecasting, in New Directions in Econometric Modeling and Forecasting in U.S. Agriculture Rausser, G. C. (ed.) American Elsevier Pub. Co., New York, pp. 659-718.
    • (1983) Structural change , pp. 659-718
    • Rausser, G.C.1    Mundlak, Y.2    Johnson, S.R.3
  • 21
    • 0040166664 scopus 로고
    • Generalized least squares applied to time-varying parameter models
    • Sant, D. T. (1977) Generalized least squares applied to time-varying parameter models, Annals of Economic and Social Measurement, 6, 301-14.
    • (1977) Annals of Economic and Social Measurement , vol.6 , pp. 301-314
    • Sant, D.T.1
  • 22
    • 0011658902 scopus 로고
    • A Bayesian approach to estimation of time-varying regression coefficients
    • Sarris, A. H. (1973) A Bayesian approach to estimation of time-varying regression coefficients, Annals of Economic and Social Measurement, 2, 501-23.
    • (1973) Annals of Economic and Social Measurement , vol.2 , pp. 501-523
    • Sarris, A.H.1
  • 23
    • 0000589987 scopus 로고
    • non-Bayesian analysis of switching regression and of random coefficient regression models
    • Swamy, P. A. V. B. and Mehta, J. S. (1975) Bayesian and non-Bayesian analysis of switching regression and of random coefficient regression models, Journal of the American Statistical Association, 70, 593-602.
    • (1975) Journal of the American Statistical Association , vol.70 , pp. 593-602
    • Swamy, P.A.V.B.1    Mehta, J.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.