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Stochastic Parameter Regression Models (Paperback) Loot Price: R1,186
Discovery Miles 11 860
Repayment Terms: R111 pm x 12*
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Stochastic Parameter Regression Models (Paperback): Paul Newbold, Theodore Bos

Stochastic Parameter Regression Models (Paperback)

Paul Newbold, Theodore Bos

Series: Quantitative Applications in the Social Sciences

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Loot Price R1,186 Discovery Miles 11 860 | Repayment Terms: R111 pm x 12*

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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.

General

Imprint: Sage Publications Ltd
Country of origin: United States
Series: Quantitative Applications in the Social Sciences
Release date: August 1985
First published: May 1985
Authors: Paul Newbold • Theodore Bos
Dimensions: 215 x 139 x 5mm (L x W x T)
Format: Paperback
Pages: 80
ISBN-13: 978-0-8039-2425-3
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > General
LSN: 0-8039-2425-9
Barcode: 9780803924253

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