Bayesian Analysis of the Regression Model With Autocorrelated Errors
From MaRDI portal
Publication:5516494
DOI10.2307/2283097zbMath0141.34703OpenAlexW4233316538MaRDI QIDQ5516494
George C. Tiao, Arnold Zellner
Publication date: 1964
Full work available at URL: https://doi.org/10.2307/2283097
Related Items
Bayesian stochastic search for VAR model restrictions, Testing for unit roots in a Bayesian framework, THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS, Bayesian analysis of growth curves with AR(1) dependence, Edgeworth-adjusting test statistics for ar(1) errors, Bayesian analysis of the federal reserve-MIT-Penn model's Almon lag consumption function, Bayesian Estimation of the Regression Model with Autocorrelated Errors Under Contamination, Some results on the truncated multivariate \(t\) distribution, Bayesian estimation of the switching regression model with autocorrelated errors, Effects of misspecification of lag structure in certain two-variable distributed lag models, Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations, On Bayesian estimation of seemingly unrelated regressions when some observations are missing, Assessing a vector of clinical observations, Bayesian analysis of Box--Cox transformed linear mixed models with ARMA(\(p\),\(q\)) dependence, Maximum entropy and Bayesian approaches to the ratio problem, Effect of auto-correlations on the optimum allocations in two phase stratified sampling - a Bayesian approach, On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative, Time-course data prediction for repeatedly measured gene expression, Bayes regression with autoregressive errors. A Gibbs sampling approach, Effect of correlation on the estimation of a mean in the presence of spurious observations, On estimation and prediction for temporally correlated longitudinal data, On an unbalanced growth curve model with random effects and AR(1) errors from a Bayesian and the ML points of view., Bayesian assessment of assumptions of regression analysis, Bayesian regression diagnostics with applications to international consumption and income data