Newbold, P. and T. Bos. 1985. Stochastic Parameter Regression Models. SAGE Publications, Inc., Beverly Hills, California.


Cited in approximately 18 works: Google Scholar

Including:


  1. Woodward, J. 2003. Making things happen: a theory of causal explanation. Oxford University Press
  2. Caporale, T. 1998. The Impact of Monetary Regime Changes - Some Exchange-Rate Evidence. Journal of Economic Behavior. 1998. 35(1):85-94.
  3. Britt, C. L. 1998. Reconsidering the Employment and Crime Relationship - Variation by Age Group and Historical Period. Journal of Quantitative Criminology. 1998. 13(4):405-428.
  4. Boyd, R., and T. Caporale. 1997. Is There a Liquidity Effect - An Investigation Using the Kalman Filter? Journal of Policy Modeling. 1997. 19(6):627-634.
  5. McKiernan, B. 1996. Consumption and the Credit Market. Economics Letters. 1996. 51(1):83-88.
  6. Jung, C., R. Boyd, and G. We. 1994. Forecasting Movements in the Stock Market: A Comparison Between Static and Dynamic Models. The Southern Business & Economic Journal. 1994. 17(4):297-315.
  7. Parsley, D. C., and S. J. Wei. 1993. Insignificant and Inconsequential Hysteresis: The Case of U.S. Bilateral Trade. Review of Economics and Statistics. November 1993. 75(4):606-613.
  8. Carlin, B. P.. 1992. State-Space Modeling of Nonstandard Actuarial Time Series. Insurance, Mathematics and Economics. 11(3):209-222.
  9. Adams, D. M., R. Boyd, and J. Angle. 1992. Evaluating the Stability of Softwood Lumber Demand Elasticity by End-Use Sector - A Stochastic Parameter Approach. Forest Science. 38(4):825-841.
  10. Griffin, L. J., and L. W. Isaac. 1992. Recursive Regression and the Historical Use of Time in Time-Series Analysis of Historical Process. Historical Methods. 25(4):166-179.
  11. Stoffer, D. S., and K. D. Wall. 1991. Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter. Journal of the American Statistical Association. 86(416)1024.
  12. Seldon, B. J., and R. Boyd. 1991. An Examination of the Stability of Regional Lumber Demand in the Contiguous United-States, 1950-1985. Annals of Regional Science. 25(3):209-215.
  13. Abutaleb, A. S. 1990. Adaptive Line Enhancement Using A Random AR Model: Note. IEEE Transactions in Acoustics. 38(7):211-1215.
  14. Lee, Cheng F., and Joseph E. Finnerty. 1990. Corporate Finance: Theory, Method, and Applications. Harcourt Brace Jovanovich, Publishers, Orlando, p. 444.

Reviewed in:


  1. Technometrics, (a joint journal of the American Society for Quality Control and The American Statistical Association), vol. 30, no. 3, August 1988, p. 361.
  2. Journal of Marketing Research, vol. 23, no. 3, 1986, p. 310.
  3. Journal of the Market Research Society, vol. 28, 1986, p. 219.