Date of Award

1991

Document Type

Dissertation

Degree Name

Doctor of Philosophy (PhD)

First Advisor

Roger L. Burford

Abstract

This paper develops a dynamic random coefficient regression model for electricity demand. Six estimation procedures are proposed for the model. An empirical study of the comparative performance of these six estimators is presented. In addition, a Monte Carlo simulation study is reported where we examine the small sample properties of the distributions of the coefficients and observe the behavior of the estimators as the sample size increases.

Pages

177

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