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- JEL Classification (8)
- C - Mathematical and Quantitative Methods (8)
- C5 - Econometric Modeling (8)
- C52 - Model Evaluation, Validation, and Selection (8)
- C5 - Econometric Modeling (8)
- C - Mathematical and Quantitative Methods (8)
Paper
Imai, Taisuke; Camerer, Colin F. (4. September 2018): Estimating Time Preferences from Budget Set Choices Using Optimal Adaptive Design.
Lehmann, Robert; Wohlrabe, Klaus (14. September 2013): Forecasting GDP at the regional level with many predictors. Discussion Papers in Economics 2013-13 [PDF, 702kB]
Schlicht, Ekkehart 
ORCID: 0000-0001-8227-5451
(November 2019):
VC - A Method For Estimating Time-Varying Coefficients in Linear Models.
Discussion Papers in Economics
2019-3
[PDF, 672kB]
Schlicht, Ekkehart ORCID: 0000-0001-8227-5451
(March 2006):
Variance Estimation in a Random Coefficients Model.
Discussion Papers in Economics
2006-12
[PDF, 1MB]
Schlicht, Ekkehart ORCID: 0000-0001-8227-5451; Ludsteck, Johannes
(March 2006):
Variance Estimation in a Random Coefficients Model.
Discussion Papers in Economics
2006-12
[PDF, 598kB]
Software
Schlicht, Ekkehart ORCID: 0000-0001-8227-5451
(2022):
VC - A Program for Estimating Time-Varying Coefficients. Version 7.
[ZIP, 861kB]
Schlicht, Ekkehart ORCID: 0000-0001-8227-5451
(2021):
VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C. Version 6.
[ZIP, 387kB]
Schlicht, Ekkehart ORCID: 0000-0001-8227-5451
(2022):
VCwrapper. A function package for estimating time-varying coefficients in linear models with Gretl.
[ZIP, 4MB]