Econometrics (Routledge Revivals): A Varying Coefficents Approach
Author:   Baldev Raj (Indira Gandhi Centre of Atomic Research, Kalpakkam, India) ,  Aman Ullah (University of California, Riverside, USA)
Publisher:   Taylor & Francis Ltd
ISBN:  

9780415606981


Pages:   374
Publication Date:   26 March 2012
Format:   Paperback
Availability:   In Print   Availability explained
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Econometrics (Routledge Revivals): A Varying Coefficents Approach


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Author:   Baldev Raj (Indira Gandhi Centre of Atomic Research, Kalpakkam, India) ,  Aman Ullah (University of California, Riverside, USA)
Publisher:   Taylor & Francis Ltd
Imprint:   Routledge
Weight:   0.720kg
ISBN:  

9780415606981


ISBN 10:   0415606985
Pages:   374
Publication Date:   26 March 2012
Audience:   College/higher education ,  General/trade ,  Tertiary & Higher Education ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

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

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Baldev Raj, Aman Ullah

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