scientific article; zbMATH DE number 3630108
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Publication:4191491
zbMath0405.62088MaRDI QIDQ4191491
James G. MacKinnon, Mark Gersovitz
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
EstimationSeasonalityLinear Regression ModelEconomic Time SeriesOrdinary Least SquaresBayesian ProceduresDistributed LagSmoothness Priors
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)
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