{
"item_title" : "Stochastic Parameter Regression Models",
"item_author" : [" Paul Newbold", "Theodore Bos "],
"item_description" : "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.",
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Overview
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.
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Details
- ISBN-13: 9780803924253
- ISBN-10: 0803924259
- Publisher: Sage Publications, Inc
- Publish Date: May 1985
- Dimensions: 8.28 x 5.36 x 0.19 inches
- Shipping Weight: 0.21 pounds
- Page Count: 80
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