Econometrics (Routledge Revivals): A Varying Coefficients Approach

by Baldev Raj, Aman Ullah

Overview

Originally published in 1981, this book considers one particular area of econometrics- the linear model- where significant recent advances have been made. It considers both single and multiequation models with varying co-efficients, explains the various theories and techniques connected with these and goes on to describe the various applications of the models. Whilst the detailed explanation of the models will interest primarily econometrics specialists, the implications of the advances outlined and the applications of the models will intrest a wide range of economists.

Product Details

ISBN-13:	9781317850663
Publisher:	Taylor & Francis
Publication date:	12/16/2013
Series:	Routledge Revivals
Sold by:	Barnes & Noble
Format:	eBook
Pages:	386
File size:	8 MB

About the Author

Baldev Raj, Aman Ullah

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