Bayesian assessment of the unconditional mean square error of repeated predictions from a regression equation

DOI10.1016/0304-4076(74)90002-5zbMATH Open0287.62063OpenAlexW2044889539MaRDI QIDQ1846321FDOQ1846321

Authors: Nicholas J. Gonedes, Harry V. Roberts 

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1016/0304-4076(74)90002-5

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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Cited In (1)

• Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I

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