Amazon cover image
Image from Amazon.com

econometrics ; a varying coefficients approach

By: Contributor(s): Language: English Publication details: london : croom helm 1981Edition: 1. edDescription: xii, 372 ppISBN:
  • 0-7099-0313-8
Subject(s): DDC classification:
  • 330 economics
Contents:
from the table of contents: preface; single equation varying coefficient models: introduction; simple linear model with varying coefficients; estimation of means and variances of random coefficients in a simple regression model; multiple regression with randomly varying coefficients; properties of the purely random coefficient models; contemporaneous correlation and autocorrelation; multicollinearity; polynomial distributed lag; stability of regression coefficients. two applications; multi equations varying coefficient models: temporal cross-section models; seemingly uncorrelated regressions; simultaneous equation systems. identification problem; simultaneous equation systems. estimation; appendix;
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Shelving location Call number Status Date due Barcode
Loanable Institute for Advanced Studies (IHS) Book 9333-A Available IHS10271390X

from the table of contents: preface; single equation varying coefficient models: introduction; simple linear model with varying coefficients; estimation of means and variances of random coefficients in a simple regression model; multiple regression with randomly varying coefficients; properties of the purely random coefficient models; contemporaneous correlation and autocorrelation; multicollinearity; polynomial distributed lag; stability of regression coefficients. two applications; multi equations varying coefficient models: temporal cross-section models; seemingly uncorrelated regressions; simultaneous equation systems. identification problem; simultaneous equation systems. estimation; appendix;

There are no comments on this title.

to post a comment.

Powered by Koha