Random coefficient first-order autoregressive models

DOI10.1016/0304-4076(80)90082-2MaRDI QIDQ5904911zbMATH OpenOpenAlexFDO

Authors L.-M. Liu, George C. Tiao

Publication date 1980

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

Full work available at URL https://doi.org/10.1016/0304-4076(80)90082-2

zbMATH Keywords

beta distributionhigher-order modelspanel datapooling problems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• A Bayesian approach to growth curves
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• Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
• Spectral Analysis of Seasonal Adjustment Procedures

Cited in

(2)

• A Bayesian approach to time-varying cross-sectional regression models
• Random autoregressive models: a structured overview

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