| 书目名称 | Statistical Inference in Random Coefficient Regression Models | | 编辑 | P. A. V. B. Swamy | | 视频video | | | 丛书名称 | Lecture Notes in Economics and Mathematical Systems | | 图书封面 |  | | 描述 | This short monograph which presents a unified treatment of the theory of estimating an economic relationship from a time series of cross-sections, is based on my Ph. D. dissertation submitted to the University of Wisconsin, Madison. To the material developed for that purpose, I have added the substance of two subsequent papers: "Efficient methods of estimating a regression equation with equi-correlated disturbances", and "The exact finite sample properties of estimators of coefficients in error components regression models" (with Arora) which form the basis for Chapters 11 and III respectively. One way of increasing the amount of statistical information is to assemble the cross-sections of successive years. To analyze such a body of data the traditional linear regression model is not appropriate and we have to introduce some additional complications and assumptions due to the hetero geneity of behavior among individuals. These complications have been discussed in this monograph. Limitations of economic data, particularly their non-experimental nature, do not permit us to know a priori the correct specification of a model. I have considered several different sets of assumptionR abo | | 出版日期 | Book 1971 | | 关键词 | Investment; calculus; efficiency; management; sets; statistical inference; time series | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-80653-7 | | isbn_softcover | 978-3-540-05603-4 | | isbn_ebook | 978-3-642-80653-7Series ISSN 0075-8442 Series E-ISSN 2196-9957 | | issn_series | 0075-8442 | | copyright | Springer-Verlag Berlin · Heidelberg 1971 |
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发表于 2025-3-21 19:56:01
