2SLS Estimator
A01=Aman Ullah
A01=Baldev Raj
Asymptotic Variance Covariance Matrix
Author_Aman Ullah
Author_Baldev Raj
Category=KCA
Category=KCH
coefficient
coefficients
Coefficients Model
Consistent Estimator
covariance
Dispersion Matrix
Distributed Lag
Distributed Lag Model
E Fs
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Estimated Variance Covariance Matrix
estimator
gls
GLS Estimator
Hadamard Matrix Product
Lag Pattern
matrix
Ml Estimator
model
Moment Matrix
OLS Estimator
Polynomial Distributed Lag Model
Predetermined Variables
random
Random Coefficients
Random Coefficients Model
RANDOM COEFFICIENTS SPECIFICATION
Reduced Form Disturbance
RIDGE ESTIMATOR
Smoothness Priors
variance
Variance Covariance Matrix
varying
VARYING COEFFICIENT MODELS
Product details
- ISBN 9780415606981
- Weight: 720g
- Dimensions: 138 x 216mm
- Publication Date: 26 Mar 2012
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Paperback
Secure
checkout
Fast Shipping
Easy returns
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.
