Stochastic parameter regression models /
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 cau...
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| Format: | Book |
| Language: | English |
| Published: |
Beverly Hills :
Sage Publications,
[1985], ©1985
Beverly Hills : c1985 Beverly Hills : ©1985 Beverly Hills, Calif. : c1985 Beverly Hills : c1985 Beverly Hills : [1985] |
| Series: | Quantitative applications in the social sciences ;
no. 07-051 Quantitative applications in the social sciences no. 07-051 Sage university papers series Quantitative applications in the social sciences ; no. 07-051 Quantitative applications in the social sciences ; no. 07-051 Quantitative applications in the social sciences ; no. 51 Quantitative applications in the social sciences no. 07-051 |
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Table of Contents:
- Introduction and preliminaries
- Estimation and prediction
- Some tests of hypotheses
- Testing for efficient capital markets