Stochastic Parameter Regression Models(1st Edition)

Authors:

Paul Newbold ,Theodore Bos

Type:Hardcover/ PaperBack / Loose Leaf
Condition: Used/New

In Stock: 2 Left

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Book details

ISBN: 0803924259, 978-0803924253

Book publisher: SAGE Publications, Inc

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Book Price $0 : 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.