Stochastic Parameter Regression Models Paperback / softback
by Paul Newbold, Theodore Bos
Part of the Quantitative Applications in the Social Sciences series
Paperback / softback
Description
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.
Information
-
Out of stock
- Format:Paperback / softback
- Pages:80 pages
- Publisher:SAGE Publications Inc
- Publication Date:30/08/1985
- Category:
- ISBN:9780803924253
Information
-
Out of stock
- Format:Paperback / softback
- Pages:80 pages
- Publisher:SAGE Publications Inc
- Publication Date:30/08/1985
- Category:
- ISBN:9780803924253
