01182nam a2200193 a 4500001001300000008004100013020001800054035001700072041000800089082001900097100001600116245005200132250001100184260003100195300001700226505071200243650001700955700001600972LIB904660308161206s1981 000 0 a0-7099-0313-8 aIHS10271390X aeng a330 economics araj, baldev aeconometrics ;ba varying coefficients approach a1. ed. alondon :bcroom helmc1981 axii, 372 pp. afrom 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; aeconometrics aullah, aman