Small samples and collateral information. An application of the hyperparameter model

DOI10.1016/0304-4076(80)90058-5MaRDI QIDQ1142004zbMATH OpenOpenAlexFDO

Authors Pravin K. Trivedi

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)90058-5

zbMATH Keywords

Cobb-Douglas production functioncollateral informationcross-section datahyperparameter modelmean-square-errorpooling time-seriessmall samples

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites work

• A Note on Error Components Models
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models
• Efficient Inference in a Random Coefficient Regression Model
• Error Components and Seemingly Unrelated Regressions
• ESTIMATING MULTIPLE REGRESSIONS IN m GROUPS: A CROSS‐VALIDATION STUDY
• Estimation of a dynamic demand function for gasoline with different schemes of parameter variation
• ESTIMATION OF A FUNCTIONAL RELATIONSHIP
• scientific article; zbMATH DE number 3597760 (Why is no real title available?)
• scientific article; zbMATH DE number 3441460 (Why is no real title available?)
• scientific article; zbMATH DE number 3213229 (Why is no real title available?)
• scientific article; zbMATH DE number 3366404 (Why is no real title available?)
• scientific article; zbMATH DE number 3390151 (Why is no real title available?)
• scientific article; zbMATH DE number 3405374 (Why is no real title available?)
• On posterior joint and marginal modes
• On the Distribution of the Likelihood Ratio
• On the Pooling of Time Series and Cross Section Data
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models
• The Use of Error Components Models in Combining Cross Section with Time Series Data

This page was built for publication: Small samples and collateral information. An application of the hyperparameter model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1142004)