Stochastic Parameter Regression Models

By Paul Newbold and Theodore Bos

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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.

Format:Paperback

Language:English

ISBN:0803924259

ISBN13:9780803924253

Release Date:August 1985

Publisher:Sage Publications

Length:80 Pages

Weight:0.25 lbs.

Dimensions:0.2" x 5.4" x 8.3"

Related Subjects

Math Mathematics Politics & Social Sciences Science & Math Social Science Social Sciences Statistics Textbooks

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