Kalaba, Robert E.; Rasakhoo, N.; Tesfatsion, Leigh

Computational Statistics and Data Analysis Vol. 7 no. 3 (February 1989): 291-309.

A Fortran implementation for the "Flexible Least Squares" (FLS) method for time-varying linear regression (FLS-TVLR) is discussed. The latest Fortran implementation for FLS-TVLR, along with tutorials and research publications, can be accessed here: http://www.econ.iastate.edu/tesfatsi/flshome.htm

JEL Classification: C1, C3, C5