Bayesian Analysis of the Regression Model With Autocorrelated Errors

From MaRDI portal
Revision as of 03:15, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

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 restrictionsTesting for unit roots in a Bayesian frameworkTHE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPSBayesian analysis of growth curves with AR(1) dependenceEdgeworth-adjusting test statistics for ar(1) errorsBayesian analysis of the federal reserve-MIT-Penn model's Almon lag consumption functionBayesian Estimation of the Regression Model with Autocorrelated Errors Under ContaminationSome results on the truncated multivariate \(t\) distributionBayesian estimation of the switching regression model with autocorrelated errorsEffects of misspecification of lag structure in certain two-variable distributed lag modelsSmall sample properties of estimators in the autocorrelated error model: a review and some additional simulationsOn Bayesian estimation of seemingly unrelated regressions when some observations are missingAssessing a vector of clinical observationsBayesian analysis of Box--Cox transformed linear mixed models with ARMA(\(p\),\(q\)) dependenceMaximum entropy and Bayesian approaches to the ratio problemEffect of auto-correlations on the optimum allocations in two phase stratified sampling - a Bayesian approachOn choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternativeTime-course data prediction for repeatedly measured gene expressionBayes regression with autoregressive errors. A Gibbs sampling approachEffect of correlation on the estimation of a mean in the presence of spurious observationsOn estimation and prediction for temporally correlated longitudinal dataOn 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 analysisBayesian 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