Is the a Matlab implementation for Flexible Least Squares (FLS) regression?
===

Is the a Matlab implementation for Flexible Least Squares (FLS) regression? [1,2]

I am looking for a decent (well, the least painful) way to handle regression with coefficient that change in time. All ideas welcome, but best would be a pointer to a FLS regression implementation, because I couldn't find one after extensive googling.

Thanks in advance.

Ref: 

[1] http://www2.econ.iastate.edu/tesfatsi/flshome.htm

[2] Robert Kalaba and Leigh Tesfatsion (1989), "Time-Varying Linear Regression Via Flexible Least Squares", Computers and Mathematics with Applications, Vol. 17, pp. 1215-1245

