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Stochastic Parameter Regression Models

Stochastic Parameter Regression Models

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Stochastic Parameter Regression Models

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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, without forcing the analyst to specify and analyze the causes of the time-varying relationships. T

Book Cover Type: Paperback
Genre: Education, Business
Language Version: English
Publisher: Sage Publications
Table of Contents: Introduction and preliminaries, Estimation and prediction, Some tests of hypotheses, Testing for efficient capital markets

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