Econometrics (Routledge Revivals) : A Varying Coefficients Approach (Hardcover)

One: Single equation varying coefficiant models  1. Introduction  2. Simple linear model with varying coefficients  3 .Estimation of means and variances of random coefficients in a simlpe regression model  4. Multiple regression with randomly varying coefficients  5. Properties of the purely random coeffient models  6. Contemporaneous correlation and autocorrelation  7. Multicollinearity  8. Polynomial distributed lag  9. Stability of regression coefficients: two applications Two: Multi equations varying coefficient models  10. Temporal cross-section models  11. Seemingly uncorrelated regressions  12. Simultaneous equation systems: indentification problem  13. Simultaneous equation systems: estimation