Pages that link to "Item:Q4066415"
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The following pages link to Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models (Q4066415):
Displayed 14 items.
- A constrained maximum-likelihood approach to estimating switching regressions (Q811064) (← links)
- Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand (Q1019973) (← links)
- A Bayesian analysis of some threshold switching models (Q1064707) (← links)
- The efficiency of estimating a random coefficient model (Q1140390) (← links)
- Small samples and collateral information. An application of the hyperparameter model (Q1142004) (← links)
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients (Q1156447) (← links)
- Bayesian estimation of the switching regression model with autocorrelated errors (Q1166862) (← links)
- Estimation of a dynamic demand function for gasoline with different schemes of parameter variation (Q1249411) (← links)
- Bayesian estimation of a random coefficient model (Q1259125) (← links)
- Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications (Q1260675) (← links)
- Circumstances in which different criteria of estimation can be applied to estimate policy effects (Q1918152) (← links)
- A note on testing for switching regressions (Q2640284) (← links)
- Bayesian break-point forecasting in parallel time series, with application to university admissions (Q3765085) (← links)
- An examination of distributed lag model coefficients estimated with smoothness priors (Q3800920) (← links)
