Bayesian Analysis of the Regression Model With Autocorrelated Errors
From MaRDI portal
Publication:5516494
DOI10.2307/2283097zbMath0141.34703OpenAlexW4233316538MaRDI QIDQ5516494
George C. Tiao, Arnold Zellner
Publication date: 1964
Full work available at URL: https://doi.org/10.2307/2283097
Related Items (24)
Bayesian stochastic search for VAR model restrictions ⋮ Testing for unit roots in a Bayesian framework ⋮ THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS ⋮ Bayesian analysis of growth curves with AR(1) dependence ⋮ Edgeworth-adjusting test statistics for ar(1) errors ⋮ Bayesian analysis of the federal reserve-MIT-Penn model's Almon lag consumption function ⋮ Bayesian Estimation of the Regression Model with Autocorrelated Errors Under Contamination ⋮ Some results on the truncated multivariate \(t\) distribution ⋮ Bayesian estimation of the switching regression model with autocorrelated errors ⋮ Effects of misspecification of lag structure in certain two-variable distributed lag models ⋮ Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations ⋮ On Bayesian estimation of seemingly unrelated regressions when some observations are missing ⋮ Assessing a vector of clinical observations ⋮ Bayesian analysis of Box--Cox transformed linear mixed models with ARMA(\(p\),\(q\)) dependence ⋮ Maximum entropy and Bayesian approaches to the ratio problem ⋮ Effect of auto-correlations on the optimum allocations in two phase stratified sampling - a Bayesian approach ⋮ On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative ⋮ Time-course data prediction for repeatedly measured gene expression ⋮ Bayes regression with autoregressive errors. A Gibbs sampling approach ⋮ Effect of correlation on the estimation of a mean in the presence of spurious observations ⋮ On estimation and prediction for temporally correlated longitudinal data ⋮ On an unbalanced growth curve model with random effects and AR(1) errors from a Bayesian and the ML points of view. ⋮ Bayesian assessment of assumptions of regression analysis ⋮ Bayesian regression diagnostics with applications to international consumption and income data
This page was built for publication: Bayesian Analysis of the Regression Model With Autocorrelated Errors