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Stochastic Parameter Regression Models

Stochastic Parameter Regression Models - 85 edition

ISBN13: 978-0803924253

Cover of Stochastic Parameter Regression Models 85 (ISBN 978-0803924253)
ISBN13: 978-0803924253
ISBN10: 0803924259
Cover type:
Edition/Copyright: 85
Publisher: Sage Publications, Inc.
Published: 1985
International: No

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Stochastic Parameter Regression Models - 85 edition

ISBN13: 978-0803924253

Paul Newbold

ISBN13: 978-0803924253
ISBN10: 0803924259
Cover type:
Edition/Copyright: 85
Publisher: Sage Publications, Inc.

Published: 1985
International: No
Summary

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 as in most ordinary regression models, without forcing the analyst to specify and analyze the causes of the time-varying relationships.

This volume will be most useful to social scientists who have 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.

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