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Polynomial approximation of distributed lags and linear restrictions: A Bayesian approach
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Document type | Article de périodique (Journal article) – Article de recherche |
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Access type | Accès restreint |
Publication date | 1976 |
Language | Anglais |
Journal information | "Empirical Economics : a quarterly journal of the Institute for Advanced Studies, Vienna" - Vol. 1, no.2, p. 129-152 (1976) |
Peer reviewed | yes |
Publisher | Physica-Verlag GmbH und Co. ((Germany) Heidelberg) |
issn | 0377-7332 |
e-issn | 1435-8921 |
Publication status | Publié |
Affiliations |
UCL
- EUEN/CORE - Center for operations research and econometrics University of Bologna |
Links |
- Almon, S.: The distributed lag between capital appropriations and expenditures. Econometrica, 33, 178–196, 1965.
- Amemiya, T., andK. Morimune: Selecting the optimal order of polynomial in the Almon distributed lag. The Review of Economics and Statistics, LVI, 378–386, 1974.
- Cooper, J.P.: Two approaches to polynomial distributed lags estimation: an expository note and comment. The American Statistician, 26, 32–35, 1972.
- Dhrymes, P.J.: Distributed Lags. Edinburgh 1972.
- Dickey, J.M.: Three multidimensional integral identities with bayesian applications. Annals of Mathematical Statistics, 39, 1615–1627, 1968.
- Florens, J.P., M. Mouchart, andJ.F. Richard: Bayesian inference in error-in-variables models. Journal of Multivariate Analysis, 4, 419–452, 1974.
- Johnston, J.: Econometric Methods (2nd edition). New York. 1972.
- Jorgenson, D.W.: Rational distributed lag functions. Econometrica, 34, 135–149, 1966.
- Kolmogorov, A.N.: Foundations of the Theory of Probability. New York, 1956.
- Koyck, L.M.: Distributed Lags and Investment Analysis. Amsterdam, 1954.
- Lindley, D. V., andA.F.M. Smith: Bayes estimates for the linear model. Journal of the Royal Statistical Association, series B, 34, 1–41, 1972.
- Maddala, G.S.: Some notes on discrimination between different distributed lag models, CORE Discussion Paper, no. 7109, Louvain, 1971.
- Mouchart, M.: A note on Bayes theorem. Forthcoming in Statistica, 1976.
- Orsi, R.: La procédure d'Almon pour les retards échelonnés; problémes de spécification et analyse bayésienne. Master Thesis, Institut des Sciences Economiques, Louvain, 1973.
- Palm, F.: On mixed prior distributions and their application in distributed lag models, CORE Discussion Paper no. 7222, Louvain, 1972.
- Raiffa, H., andR. Schlaifer. Applied Statistical Decision Theory, Harvard University Press, Cambridge, Mass., 1961.
- Richard, J.F.: Posterior and Predictive Densities for Simultaneous Equations Model. Berlin 1973.
- Seber, G.A.F.: The Linear Hypothesis: A General Theory. London, 1966.
- Shiller, R.J.: A distributed lag estimator derived from smoothness priors. Econometrica, 41, 775–788, 1973.
- Solow, R.M.: On a family of lag distributions. Econometrica, 28, 393–406, 1960.
- Zellner, A.: An Introduction to Bayesian Inference in Econometrics. New York 1971.
- Zellner, A., andM.S. Geisel: Analysis of distributed lag models with applications to consumption function estimation, Econometrica, 38, 865–888, 1970.
Bibliographic reference | Mouchart, Michel ; Orsi, R.. Polynomial approximation of distributed lags and linear restrictions: A Bayesian approach. In: Empirical Economics : a quarterly journal of the Institute for Advanced Studies, Vienna, Vol. 1, no.2, p. 129-152 (1976) |
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Permanent URL | http://hdl.handle.net/2078.1/124458 |