Statistical Inference in Random Coefficient Regression Models

Name: Statistical Inference in Random Coefficient Regression Models
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540056034
Price: 212.13 PLN
Availability: InStock

Autor: P.A.V.B. Swamy

Język:

Oprawa: Miękka

Wydawca: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostępność: Dostępna u dostawcy

Wysyłamy za 5-8 dni

212.13 zł

This short monograph which presents a unified treatment of the theory of estimating an economic rela...

Informacje o książce

Autor

P.A.V.B. Swamy

Język

Angielski

Oprawa

Książka - Miękka

strony

210

EAN

9783540056034

ISBN

9783540056034

Enbook ID

06624657

Wydawca

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Waga

431

Wymiary

178 x 254 x 13

Pełny opis

This short monograph which presents a unified treatment of the theory of estimating an economic relationship from a time series of cross-sections, is based on my Ph. D. dissertation submitted to the University of Wisconsin, Madison. To the material developed for that purpose, I have added the substance of two subsequent papers: "Efficient methods of estimating a regression equation with equi-correlated disturbances", and "The exact finite sample properties of estimators of coefficients in error components regression models" (with Arora) which form the basis for Chapters 11 and III respectively. One way of increasing the amount of statistical information is to assemble the cross-sections of successive years. To analyze such a body of data the traditional linear regression model is not appropriate and we have to introduce some additional complications and assumptions due to the hetero geneity of behavior among individuals. These complications have been discussed in this monograph. Limitations of economic data, particularly their non-experimental nature, do not permit us to know a priori the correct specification of a model. I have considered several different sets of assumptionR about the stability of coeffi cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to opera tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individuals.

Możesz być zainteresowany

Klienci, którzy kupili tę książkę, kupili również

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Statistical Inference in Random Coefficient Regression Models

Informacje o książce

Pełny opis

Możesz być zainteresowany

Klienci, którzy kupili tę książkę, kupili również