Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II

DOI10.1016/0304-4076(78)90072-6MaRDI QIDQ1251045zbMATH OpenOpenAlexWikidataFDO

Authors P. A. V. B. Swamy, Paul N. Rappoport

Publication date 1978

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

Full work available at URL https://doi.org/10.1016/0304-4076(78)90072-6

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20)

Cites work

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Cited in

(3)

• A least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parameters
• Large sample estimation and testing procedures for dynamic equation systems
• Ridge estimation in regression problems with autocorrelated errors: A monte carlo study

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