A note on the Bayesian estimation of Solow's distributed lag model

DOI10.1016/0304-4076(76)90039-7MaRDI QIDQ1228322zbMATH OpenOpenAlexFDO

Authors Robert S. Guthrie

Publication date 1976

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(76)90039-7

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Cites work

• An Argument for the Usefulness of the Gamma Distributed Lag Model
• Analysis of Distributed Lag Models with Applications to Consumption Function Estimation
• Estimation of Solow's Distributed Lag Models
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
• scientific article; zbMATH DE number 3034362 (Why is no real title available?)
• On a Family of Lag Distributions
• On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters

Cited in

(1)

• Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative

This page was built for publication: A note on the Bayesian estimation of Solow's distributed lag model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1228322)