Whereas standard regression models force economic relationships or behavior to be fixed through time, stochastic parameter regression models allow relationships to vary slowly--without need for specification of the causes of that variation. The authors thoroughly examine the usefulness of the Kalman filter and state-space modeling in work with the stochastic parameter regression model.
| ISBN: | 9780803924253 |
| Publication date: | 30th August 1985 |
| Author: | Paul Newbold, Theodore Bos |
| Publisher: | SAGE Publications Inc |
| Format: | Paperback |
| Pagination: | 80 pages |
| Series: | Quantitative Applications in the Social Sciences |
| Genres: |
Social research and statistics |
Whereas standard regression models force economic relationships or behavior to be fixed through time, stochastic parameter regression models allow relationships to vary slowly--without need for specification of the causes of that variation. The authors thoroughly examine the usefulness of the Kalman filter and state-space modeling in work with the stochastic parameter regression model.
Stochastic Parameter Regression Models features in the following genres: Social research and statistics
Paperback. £36.89, down from the £40.99 cover price. Not Available.
Stochastic Parameter Regression Models was written by Paul Newbold, Theodore Bos and published by SAGE Publications Inc
Stochastic Parameter Regression Models has 80 pages
Yes it is part of Quantitative Applications in the Social Sciences series
£36.89, reduced from £40.99. Not Available.