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Produktbild: Raj, B: Econometrics

Raj, B: Econometrics

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Beschreibung

This reference considers one 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...

Beschreibung

This reference considers one 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.

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

30.11.2010

Verlag Taylor and Francis
Seitenzahl

388

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

30.11.2010

Verlag Taylor and Francis
Seitenzahl

388

Maße (L/B/H)

22.1/14/2.8 cm

Gewicht

880 g

Sprache

Englisch

ISBN

978-0-415-60693-6

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  • Produktbild: Raj, B: Econometrics
  • 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