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

9780415606936


Pages:   388
Publication Date:   30 November 2010
Format:   Hardback
Availability:   In Print   Availability explained
Limited stock is available. It will be ordered for you and shipped pending supplier's limited stock.

Our Price $316.80 Quantity:  
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Econometrics (Routledge Revivals): A Varying Coefficients 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
Dimensions:   Width: 13.80cm , Height: 2.80cm , Length: 21.60cm
Weight:   0.880kg
ISBN:  

9780415606936


ISBN 10:   0415606934
Pages:   388
Publication Date:   30 November 2010
Audience:   College/higher education ,  General/trade ,  Tertiary & Higher Education ,  General
Format:   Hardback
Publisher's Status:   Out of Print
Availability:   In Print   Availability explained
Limited stock is available. It will be ordered for you and shipped pending supplier's limited stock.

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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Wilfrid Laurier University, Canada University of California, Riverside, USA

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