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100%: P. A. V. B. Swamy, Colaborador: Paul Edwin Potter: Statistical Inference in Random Coefficient Regression Models. (= Lecture Notes in Operations Research and Mathematical Systems, 55). (ISBN: 9783540056034) 1971, in Englisch, Band: 55, Taschenbuch.Nur diese Ausgabe anzeigen…
35%: Swamy, P. A. V. B.: Statistical Inference in Random Coefficient Regression Models. ( = Lecture Notes in Operations Research and Mathematical Systems, 55) . (ISBN: 9780387056036) 1971, Springer-Verlag, Berlin, in Englisch, Taschenbuch.
Nur diese Ausgabe anzeigen…
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Statistical Inference in Random Coefficient Regression Models. (= Lecture Notes in Operations Research and Mathematical Systems, 55).
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Statistical Inference in Random Coefficient Regression Models. ( = Lecture Notes in Operations Research and Mathematical Systems, 55) . (1971)
EN PB USISBN: 9780387056036 bzw. 0387056033, in Englisch, Springer Heidelberg. Taschenbuch, gebraucht.
Von Händler/Antiquariat, Anybook Ltd. [312675], Lincoln, United Kingdom.
This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition.
This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition.
2
Statistical Inference in Random Coefficient Regression Models. ( = Lecture Notes in Operations Research and Mathematical Systems, 55) . (1971)
ENISBN: 9780387056036 bzw. 0387056033, in Englisch, Springer Heidelberg.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Versandkosten nach: USA.
Von Händler/Antiquariat, Anybook Ltd.
Springer Heidelberg., 1971. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition.
Von Händler/Antiquariat, Anybook Ltd.
Springer Heidelberg., 1971. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition.
3
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Statistical Inference in Random Coefficient Regression Models (Paperback) (1971)
DE PB NW RPISBN: 9783540056034 bzw. 3540056033, in Deutsch, Springer-Verlag Berlin and Heidelberg GmbH Co. KG, Germany, Taschenbuch, neu, Nachdruck.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, The Book Depository EURO [60485773], Slough, United Kingdom.
Language: English Brand New Book ***** Print on Demand *****.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. Softcover reprint of the original 1st ed. 1971.
Von Händler/Antiquariat, The Book Depository EURO [60485773], Slough, United Kingdom.
Language: English Brand New Book ***** Print on Demand *****.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. Softcover reprint of the original 1st ed. 1971.
4
Statistical Inference in Random Coefficient Regression Models
DE PB NWISBN: 9783540056034 bzw. 3540056033, in Deutsch, Springer, Berlin, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
buecher.de GmbH & Co. KG, [1].
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.viii, 210 S. VIII, 209 pp. 254 mmVersandfertig in 3-5 Tagen, Softcover.
buecher.de GmbH & Co. KG, [1].
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.viii, 210 S. VIII, 209 pp. 254 mmVersandfertig in 3-5 Tagen, Softcover.
5
Statistical Inference in Random Coefficient Regression Models
DE PB NWISBN: 9783540056034 bzw. 3540056033, in Deutsch, Springer, Berlin, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
buecher.de GmbH & Co. KG, [1].
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.VIII, 209 pp. 254 mmVersandfertig in 3-5 Tagen, Softcover.
buecher.de GmbH & Co. KG, [1].
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.VIII, 209 pp. 254 mmVersandfertig in 3-5 Tagen, Softcover.
6
Statistical Inference in Random Coefficient Regression Models
~EN PB NWISBN: 9783540056034 bzw. 3540056033, vermutlich in Englisch, Springer Nature, Taschenbuch, neu.
Lieferung aus: Deutschland, Lagernd, zzgl. Versandkosten.
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. Soft cover.
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. Soft cover.
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Statistical Inference in Random Coefficient Regression Models., Lecture Notes in Economics and Mathematical Systems Vol. 55 (1971)
DE USISBN: 9783540056034 bzw. 3540056033, in Deutsch, Springer, Berlin/Heidelberg, Deutschland, gebraucht.
Von Händler/Antiquariat, Petra Gros [1048006], Koblenz, ., Germany.
209 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.). Der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut; ENGLISCH! The book offered here comes from a partially resolved scientific library and transmits the appropriate markings (spine label, institute stamp .). The book condition is otherwise properly and according to age well; ENGLISH! Sprache: en Gewicht in Gramm: 600.
209 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.). Der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut; ENGLISCH! The book offered here comes from a partially resolved scientific library and transmits the appropriate markings (spine label, institute stamp .). The book condition is otherwise properly and according to age well; ENGLISH! Sprache: en Gewicht in Gramm: 600.
8
Statistical Inference in Random Coefficient Regression Models. ( = Lecture Notes in Operations Research and Mathematical Systems, 55) . (1971)
EN PBISBN: 9780387056036 bzw. 0387056033, in Englisch, Springer Heidelberg, Taschenbuch.
Von Händler/Antiquariat, Antiquariat Thomas Haker GmbH & Co. KG [1309982], Berlin, Germany.
209 S. Guter Zustand/ Good Ex-Library. With figures. Cover shows mild wear. Sprache: Englisch Gewicht in Gramm: 100 Sonderangebot: Dieser Verkäufer bietet Kunden einen exklusiven Rabatt von 10% auf sämtliche Preise. Alter Preis: 19,80 EUR Paperback/ broschiert broschiert/ Taschenbuch.
209 S. Guter Zustand/ Good Ex-Library. With figures. Cover shows mild wear. Sprache: Englisch Gewicht in Gramm: 100 Sonderangebot: Dieser Verkäufer bietet Kunden einen exklusiven Rabatt von 10% auf sämtliche Preise. Alter Preis: 19,80 EUR Paperback/ broschiert broschiert/ Taschenbuch.
9
Statistical Inference in Random Coefficient Regression Models. Lecture Notes in Economics and Mathematical Systems Vol. 55 (1971)
DE USISBN: 9783540056034 bzw. 3540056033, Band: 55, in Deutsch, Springer Berlin Heidelberg, gebraucht.
Petra Gros, [3076014].
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