On tests concerning coefficient matrices of linear restriction with normal regression models
โ Scribed by D. G. Kabe
- Book ID
- 110590909
- Publisher
- Springer
- Year
- 1964
- Tongue
- English
- Weight
- 164 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0026-1335
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated ho
## Abstract Consider the two linear regression models of __Y__~__ij__~ on __X__~__ij__~, namely __Y__~__ij__~ = ฮฒ~__io__~ + ฮฒ~__ij__~, __X__~__ij__~ + __E__~__ij__~ = 1, 2,โฆ, __n__~__i__~, __i__ = 1, 2, where __E__~__ij__~ are assumed to be normally distributed with zero mean and common unknown var