Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models

DOI10.2307/2285939MaRDI QIDQ4066415zbMATH OpenOpenAlexFDO

Authors P. A. V. B. Swamy, Jatinder S. Mehta

Publication date 1975

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2285939

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

Cited in

(19)

• Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand
• A Bayesian analysis of some threshold switching models
• The efficiency of estimating a random coefficient model
• Small samples and collateral information. An application of the hyperparameter model
• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• Bayesian estimation of the switching regression model with autocorrelated errors
• Estimation of a dynamic demand function for gasoline with different schemes of parameter variation
• Bayesian estimation of a random coefficient model
• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
• The macroeconomic and fiscal implications of inflation forecast errors
• Circumstances in which different criteria of estimation can be applied to estimate policy effects
• Change-point problems: bibliography and review
• A note on testing for switching regressions
• Best Quadratic Unbiased Prediction in a General Linear Model with Stochastic Regression Coefficients
• Bayesian break-point forecasting in parallel time series, with application to university admissions
• An examination of distributed lag model coefficients estimated with smoothness priors
• A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
• Removing bias in estimating financial contagion: an empirical analysis based on European economies
• A constrained maximum-likelihood approach to estimating switching regressions

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