You are in: Middle East
Change location

You are here

Book > Academic Books > Regression & Correlation
Stochastic Parameter Regression Models
Share
Share

Stochastic Parameter Regression Models

Volume: 51
Other Titles in:
Regression & Correlation
August 1985 | 80 pages | SAGE Publications, Inc
Download flyer
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. This volume will be most useful to those with 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.
 
Introduction and Preliminaries
 
Estimation and Prediction
 
Some Tests of Hypotheses
 
Testing for Efficient Capital Markets

For instructors

Please contact your Academic Consultant to check inspection copy availability for your course.

Select a Purchasing Option

Order from:

ISBN: 9780803924253
£33.99
SAGE Research Methods Promotion

SAGE Research Methods is a research methods tool created to help researchers, faculty and students with their research projects. SAGE Research Methods links over 175,000 pages of SAGE’s renowned book, journal and reference content with truly advanced search and discovery tools. Researchers can explore methods concepts to help them design research projects, understand particular methods or identify a new method, conduct their research, and write up their findings. Since SAGE Research Methods focuses on methodology rather than disciplines, it can be used across the social sciences, health sciences, and more.

With SAGE Research Methods, researchers can explore their chosen method across the depth and breadth of content, expanding or refining their search as needed; read online, print, or email full-text content; utilize suggested related methods and links to related authors from SAGE Research Methods' robust library and unique features; and even share their own collections of content through Methods Lists. SAGE Research Methods contains content from over 720 books, dictionaries, encyclopedias, and handbooks, the entire “Little Green Book,” and "Little Blue Book” series, two Major Works collating a selection of journal articles, and specially commissioned videos.

Find out more