Econometrics (Routledge Revivals): A Varying Coefficents Approach

ISBN-13: 9781138154810 / Angielski / Twarda / 2017 / 374 str.

Baldev Raj; Aman Ullah

Opis

Originally published in 1981, this book considers one particular area of econometrics- the linear model- where significant recent advances have been made. It considers both single and multiequation models with varying co-efficients, explains the various theories and techniques connected with these and goes on to describe the various applications of the models. Whilst the detailed explanation of the models will interest primarily econometrics specialists, the implications of the advances outlined and the applications of the models will intrest a wide range of economists.

Spis treści

One: Single equation varying coefficiant models  1. Introduction  2. Simple linear model with varying coefficients  3 .Estimation of means and variances of random coefficients in a simlpe regression model  4. Multiple regression with randomly varying coefficients  5. Properties of the purely random coeffient models  6. Contemporaneous correlation and autocorrelation  7. Multicollinearity  8. Polynomial distributed lag  9. Stability of regression coefficients: two applications Two: Multi equations varying coefficient models  10. Temporal cross-section models  11. Seemingly uncorrelated regressions  12. Simultaneous equation systems: indentification problem  13. Simultaneous equation systems: estimation

O autorze

Baldev Raj, Aman Ullah