A Bayesian approach to time-varying cross-sectional regression models
DOI10.1016/0304-4076(81)90099-3zbMATH Open0461.90016OpenAlexW2054860752MaRDI QIDQ1152845FDOQ1152845
Authors: L.-M. Liu, Dominique M. Hanssens 
Publication date: 1981
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(81)90099-3
estimationregression modelsstate space modelsBayesian approachprice elasticitiestime-varying cross-sectional regression models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)
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