Publication:4191491
From MaRDI portal
zbMath0405.62088MaRDI QIDQ4191491
James G. MacKinnon, Mark Gersovitz
Publication date: 1979
Estimation; Seasonality; Linear Regression Model; Economic Time Series; Ordinary Least Squares; Bayesian Procedures; Distributed Lag; Smoothness Priors
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62F15: Bayesian inference
62C10: Bayesian problems; characterization of Bayes procedures
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