A note on a Bayesian estimator in an autocorrelated error model
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Publication:1140943
DOI10.1016/0304-4076(80)90064-0zbMath0436.62035MaRDI QIDQ1140943
Publication date: 1980
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(80)90064-0
generalized least squares estimator; Bayesian estimators; pre-test estimators; Durbin-Watson test; autocorrelated error model
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference