{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,13]],"date-time":"2026-02-13T11:20:02Z","timestamp":1770981602644,"version":"3.50.1"},"reference-count":32,"publisher":"Elsevier BV","issue":"3","license":[{"start":{"date-parts":[[2003,3,1]],"date-time":"2003-03-01T00:00:00Z","timestamp":1046476800000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Computational Statistics & Data Analysis"],"published-print":{"date-parts":[[2003,3]]},"DOI":"10.1016\/s0167-9473(02)00229-3","type":"journal-article","created":{"date-parts":[[2003,3,4]],"date-time":"2003-03-04T14:52:27Z","timestamp":1046789547000},"page":"363-383","source":"Crossref","is-referenced-by-count":10,"title":["An algorithm to estimate time-varying parameter SURE models under different types of restriction"],"prefix":"10.1016","volume":"42","author":[{"given":"Susan","family":"Orbe","sequence":"first","affiliation":[]},{"given":"Eva","family":"Ferreira","sequence":"additional","affiliation":[]},{"given":"Juan","family":"Rodriguez-Poo","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/S0167-9473(02)00229-3_BIB1","series-title":"Bayesian Inference in Statistical Analysis","author":"Box","year":"1973"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB2","doi-asserted-by":"crossref","first-page":"339","DOI":"10.1016\/0304-4076(94)01653-H","article-title":"Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models","volume":"68","author":"Chib","year":"1995","journal-title":"J. Econometrics"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB3","doi-asserted-by":"crossref","unstructured":"Chow, G.C., 1984. Random and changing coefficients models. In: Griliches, Z., Intriligator M.D. (Ed.), Handbook of Econometrics, Vol. 2. North-Holland, New York, pp. 1213\u20131245.","DOI":"10.1016\/S1573-4412(84)02013-4"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB4","series-title":"Economics and Consumer Behavior","author":"Deaton","year":"1980"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB5","doi-asserted-by":"crossref","first-page":"83","DOI":"10.1016\/S0304-4076(97)00008-0","article-title":"Applying linear time-varying constraints to econometric models","volume":"79","author":"Doran","year":"1997","journal-title":"J. Econometrics"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB6","doi-asserted-by":"crossref","first-page":"211","DOI":"10.1016\/S0167-9473(02)00146-9","article-title":"Seemingly unrelated regression model with unequal size observations","volume":"41","author":"Foschi","year":"2002","journal-title":"Comput. Statist. Data Anal."},{"key":"10.1016\/S0167-9473(02)00229-3_BIB7","doi-asserted-by":"crossref","first-page":"629","DOI":"10.1111\/j.2517-6161.1993.tb01928.x","article-title":"Dynamic hierarchical models","volume":"55","author":"Gamerman","year":"1993","journal-title":"J. Roy. Statist. Soc. Ser. B"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB8","doi-asserted-by":"crossref","first-page":"264","DOI":"10.2307\/2286651","article-title":"Seasonality in regression","volume":"73","author":"Gersovitz","year":"1978","journal-title":"J. Amer. Statist. Assoc."},{"key":"10.1016\/S0167-9473(02)00229-3_BIB9","series-title":"A Course in Econometrics","author":"Goldberger","year":"1991"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB10","series-title":"Applied Nonparametric Estimation","author":"H\u00e4rdle","year":"1990"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB11","series-title":"Forecasting Structural Time Series Models and the Kalman Filter","author":"Harvey","year":"1989"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB12","article-title":"Generalized additive models","volume":"Vol. 43","author":"Hastie","year":"1990"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB13","doi-asserted-by":"crossref","first-page":"1251","DOI":"10.2307\/1913827","article-title":"Specification tests in econometrics","volume":"46","author":"Hausman","year":"1978","journal-title":"Econometrica"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB14","series-title":"Seasonality in Regression","author":"Hylleberg","year":"1986"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB15","series-title":"Econometric Modeling of Producer Behavior","author":"Jorgenson","year":"2000"},{"issue":"4","key":"10.1016\/S0167-9473(02)00229-3_BIB16","doi-asserted-by":"crossref","first-page":"369","DOI":"10.1016\/0167-9473(94)00010-G","article-title":"An alternative approach for the numerical of seemingly unrelated regression equation models","volume":"19","author":"Kontoghiorghes","year":"1995","journal-title":"Comput. Statist. Data Anal."},{"key":"10.1016\/S0167-9473(02)00229-3_BIB17","doi-asserted-by":"crossref","first-page":"261","DOI":"10.1016\/0304-4076(94)01692-5","article-title":"Specification of varying coefficients time series models via generalized flexible least squares","volume":"70","author":"L\u00fctkepohl","year":"1996","journal-title":"J. Econometrics"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB18","doi-asserted-by":"crossref","first-page":"89","DOI":"10.1016\/0304-4076(93)90102-B","article-title":"Bayesian and non-bayesian methods for combining models and forecasts with applications to forecasting international growth rates","volume":"56","author":"Min","year":"1993","journal-title":"J. Econometrics"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB19","doi-asserted-by":"crossref","unstructured":"Nicholls, D.F., Pagan, A., 1985. Varying coefficient regression. In: Hannan, E.J., Krishnaiah, P.R., Rao, M.M. (Eds.), Handbook of Statistics, Vol. 5. North-Holland, Amsterdam, pp. 413\u2013449.","DOI":"10.1016\/S0169-7161(85)05018-0"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB20","doi-asserted-by":"crossref","first-page":"779","DOI":"10.1080\/10485250008832834","article-title":"A nonparametric method to estimate time varying coefficients under seasonal constraints","volume":"12","author":"Orbe","year":"2000","journal-title":"J. Nonparametric Statist."},{"key":"10.1016\/S0167-9473(02)00229-3_BIB21","unstructured":"Orbe, S., Ferreira, E., Rodriguez-Poo, J.M., 2001. Nonparametric estimation of time varying parameters under shape restrictions. Working Paper Biltoki 2001.02, Department of Econometrics and Statistics, University of the Basque Country, Spain. http:\/\/www.et.bs.ehu.es\/biltoki\/dt200102.shtml."},{"key":"10.1016\/S0167-9473(02)00229-3_BIB22","series-title":"Statistics Analysis and Forecasting of Economic Structural Change","first-page":"253","article-title":"Nonparametric estimation of time varying parameters","author":"Robinson","year":"1989"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB23","doi-asserted-by":"crossref","first-page":"618","DOI":"10.2307\/2285991","article-title":"Seasonality in regression","volume":"69","author":"Sims","year":"1974","journal-title":"J. Amer. Statist. Assoc."},{"key":"10.1016\/S0167-9473(02)00229-3_BIB24","doi-asserted-by":"crossref","first-page":"191","DOI":"10.2307\/2285522","article-title":"Estimation of seemingly unrelated regressions with random coefficients","volume":"69","author":"Sing","year":"1974","journal-title":"J. Amer. Statist. Assoc."},{"key":"10.1016\/S0167-9473(02)00229-3_BIB25","doi-asserted-by":"crossref","first-page":"257","DOI":"10.1016\/S0304-4076(00)00018-X","article-title":"Nonparametric seemingly unrelated regression","volume":"98","author":"Smith","year":"2000","journal-title":"J. Econometrics"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB26","series-title":"Bayesian Analysis of Time Series and Dynamic Methods","author":"Spall","year":"1990"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB27","series-title":"Statistical Foundations of Econometric Modelling","author":"Spanos","year":"1986"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB28","series-title":"Seemingly Unrelated Equation Models","author":"Srivastava","year":"1987"},{"key":"10.1016\/S0167-9473(02)00229-3_BIB29","doi-asserted-by":"crossref","first-page":"276","DOI":"10.2307\/2289874","article-title":"The kernel estimate of a regression function in likelihood-based models","volume":"84","author":"Staniswalis","year":"1989","journal-title":"J. Amer. Statist. Assoc."},{"key":"10.1016\/S0167-9473(02)00229-3_BIB30","doi-asserted-by":"crossref","first-page":"18","DOI":"10.2307\/2285495","article-title":"Seasonal adjustment and relations between variables","volume":"69","author":"Wallis","year":"1969","journal-title":"J. Amer. Statist. Assoc."},{"key":"10.1016\/S0167-9473(02)00229-3_BIB31","doi-asserted-by":"crossref","first-page":"500","DOI":"10.2307\/2281644","article-title":"An efficient method of estimating seemingly unrelated regressions and tests of aggregation bias","volume":"57","author":"Zellner","year":"1962","journal-title":"J. Amer. Statist. Assoc."},{"key":"10.1016\/S0167-9473(02)00229-3_BIB32","series-title":"Introduction to Bayesian Inference in Econometrics","author":"Zellner","year":"1971"}],"container-title":["Computational Statistics & Data Analysis"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0167947302002293?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0167947302002293?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2024,12,10]],"date-time":"2024-12-10T22:08:10Z","timestamp":1733868490000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0167947302002293"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2003,3]]},"references-count":32,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2003,3]]}},"alternative-id":["S0167947302002293"],"URL":"https:\/\/doi.org\/10.1016\/s0167-9473(02)00229-3","relation":{},"ISSN":["0167-9473"],"issn-type":[{"value":"0167-9473","type":"print"}],"subject":[],"published":{"date-parts":[[2003,3]]}}}