econometrics ; a varying coefficients approach - 1. ed. - london : croom helm 1981 - xii, 372 pp.

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;

0-7099-0313-8

econometrics

330 economics