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" ...
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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.
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Add this copy of Statistical Inference in Random Coefficient Regression to cart. $40.00, very good condition, Sold by Lavendier Books rated 5.0 out of 5 stars, ships from Foster, RI, UNITED STATES, published 1971 by Springer.
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Very Good. Size: 7x0x10; 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.
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