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Stochastic Parameter Regression Models : Quantitative Applications in the Social Sciences - Paul Newbold

Stochastic Parameter Regression Models

By: Paul Newbold, Theodore Bos

Paperback | 1 May 1985

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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. 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.

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