Date of Award
Doctor of Philosophy (PhD)
Roger L. Burford
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.
Zee, Susan Mu-lan, "Dynamic Random Coefficient Regression Model for Electricity Demand: The Small Sample Case." (1991). LSU Historical Dissertations and Theses. 5158.