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Stochastic Parameter Regression Models

Stochastic Parameter Regression Models

Paperback

Series: Quantitative Applications in the Social Sciences, Book 51

General SociologyProbability & Statistics

ISBN10: 0803924259
ISBN13: 9780803924253
Publisher: Sage Publications, Inc
Published: May 1 1985
Pages: 80
Weight: 0.21
Height: 0.19 Width: 5.36 Depth: 8.28
Language: English
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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