Stochastic Parameter Regression Models (Quantitative Applications in the Social Sciences)

by Paul Newbold and Theodore Bos

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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.


  • ISBN10 0803924259
  • ISBN13 9780803924253
  • Publish Date 30 August 1985
  • Publish Status Active
  • Publish Country US
  • Imprint SAGE Publications Inc