Econometrics (Routledge Revivals)

A Varying Coefficients Approach

Baldev Raj, Aman Ullah (Autoren)

Buch | Hardcover

388 Seiten

2010
Routledge (Verlag)
978-0-415-60693-6 (ISBN)

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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.

Wilfrid Laurier University, Canada University of California, Riverside, USA

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

Erscheint lt. Verlag	30.11.2010
Reihe/Serie	Routledge Revivals
Verlagsort	London
Sprache	englisch
Maße	138 x 216 mm
Gewicht	880 g
Themenwelt	Wirtschaft ► Allgemeines / Lexika
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	0-415-60693-4 / 0415606934
ISBN-13	978-0-415-60693-6 / 9780415606936
Zustand	Neuware