Statistical Inference Random Coefficient Regression by Swamy (29 results)

paperback. Condition: Befriedigend. 224 Seiten; 9783540056034.4 Gewicht in Gramm: 500.

Broschur. Condition: Wie neu. 209 S. Mathematics Statistics Guter Zustand/ Good Ex-Library. With figures. Cover shows wear. ha1067203 Sprache: Englisch Gewicht in Gramm: 510.

VIII, 209 Seiten, 3540056033 Sprache: Englisch Gewicht in Gramm: 400 Groß 8°, Original-Karton (Softcover), Bibliotheks-Exemplare (ordungsgemäß entwidmet) mit leihten Rückständen vom Rückenschild ind mit kleiner Papier-Signatur, Stempel auf Titel, Rücken leicht aufgehellt, Vorderdeckel leicht wasserrandig, ordentliches Exemplar,

Condition: Gut. 224 Seiten nice ex library book Sprache: Englisch Gewicht in Gramm: 469 25,4 x 17,8 x 1,3 cm, Taschenbuch Auflage: Softcover reprint of the original 1st ed. 1971.

Condition: Gut. 224 Seiten Sprache: Englisch Gewicht in Gramm: 469 24,9 x 17,3 x 1,8 cm, Taschenbuch Auflage: Softcover reprint of the original 1st ed. 1971.

Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.

8° , Softcover/Paperback. 1.Auflage,. 224 Seiten Einband etwas berieben, Bibl.Ex., innen guter und sauberer Zustand 9783540056034 Sprache: Englisch Gewicht in Gramm: 405.

Paperback. Condition: Good. Series: Lecture Notes in Operations Research and Mathematical Systems 209p red paperback, this copy discarded from the library of the Manchester Institute of Science & Technology, library stamps, old fashioned loan pocket to back cover, front endpaper missing, some traces of use, still a good copy Language: English.

Condition: New.

PF. Condition: New.

Condition: New. In.

Condition: As New. Unread book in perfect condition.

paperback. Condition: Very Good. Springer-Verlag; Berlin, 1971. Trade paperback. Lecture Notes in Operations Research and Mathematical Systems. A Very Good, binding sturdy and intact, some handling/scuff marks to covers, bit of cover edge/corner wear, spine fade, some age toning to pages, small soiled speck top text block edge, few scuff marks bottom text block edge, a nice, overall clean and unmarked copy in wraps. 8vo[octavo or approx. 6 x 9], 209pp., bibliography. We pack securely and ship daily w/delivery confirmation on every book. The picture on the listing page is of the actual book for sale. Additional Scan(s) are available for any item, please inquire.Please note: Oversized books/sets MAY require additional postage then what is quoted for 2.2lb book.

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 about the stability of coeffi cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to opera tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individuals.

Condition: New.

Condition: New. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 218 pages, biography. Category: (P) Professional & Vocational. Dimension: 254 x 178 x 12. Weight in Grams: 430. . 1971. Softcover reprint of the original 1st ed. 1971. Paperback. . . . .

Condition: New. SUPER FAST SHIPPING.

Condition: New. pp. 224.

Condition: As New. Unread book in perfect condition.

Paperback. Condition: Brand New. 224 pages. 10.00x7.01x0.51 inches. In Stock.

Condition: New. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 218 pages, biography. Category: (P) Professional & Vocational. Dimension: 254 x 178 x 12. Weight in Grams: 430. . 1971. Softcover reprint of the original 1st ed. 1971. Paperback. . . . . Books ship from the US and Ireland.

Paperback. Condition: new. Paperback. 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 about the stability of coeffi cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to opera tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individuals. 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 heteroA 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 about the stability of coeffiA cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to operaA tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individua Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Condition: New.

Paperback. Condition: new. Paperback. 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 about the stability of coeffi cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to opera tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individuals. 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 heteroA 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 about the stability of coeffiA cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to operaA tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individua Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 about the stability of coeffi cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to opera tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individuals. 224 pp. Englisch.

Condition: New. Print on Demand pp. 224 66:B&W 7 x 10 in or 254 x 178 mm Perfect Bound on White w/Gloss Lam.

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 develope.

Condition: New. PRINT ON DEMAND pp. 224.

Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 about the stability of coeffi cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to opera tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individuals.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 224 pp. Englisch.