Description

Book Synopsis
This excellent introduction to stochastic parameter regression models is more advanced and technically difficult than other papers in this series. These models allow relationships to vary through time, rather than requiring them to be fixed, without forcing the analyst to specify and analyze the causes of the time-varying relationships. This volume will be most useful to those with a good working knowledge of standard regression models and who wish to understand methods which deal with relationships that vary slowly over time, but for which the exact causes of variation cannot be identified.

Table of Contents
Introduction and Preliminaries Estimation and Prediction Some Tests of Hypotheses Testing for Efficient Capital Markets

Stochastic Parameter Regression Models

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    £999.99

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    A Paperback by Paul Newbold, Theodore Bos

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      Publisher: SAGE Publications, Inc
      Publication Date: Publication Date: 8/30/1985 12:00:00 AM
      ISBN13: 9780803924253, 978-0803924253
      ISBN10: 0803924259

      Description

      Book Synopsis
      This excellent introduction to stochastic parameter regression models is more advanced and technically difficult than other papers in this series. These models allow relationships to vary through time, rather than requiring them to be fixed, without forcing the analyst to specify and analyze the causes of the time-varying relationships. This volume will be most useful to those with a good working knowledge of standard regression models and who wish to understand methods which deal with relationships that vary slowly over time, but for which the exact causes of variation cannot be identified.

      Table of Contents
      Introduction and Preliminaries Estimation and Prediction Some Tests of Hypotheses Testing for Efficient Capital Markets

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