A note on a Bayesian estimator in an autocorrelated error model
References (4)
- et al.
On choosing the optimal level of significance for the Durbin–Watson test and the Bayesian alternative
Journal of Econometrics
(1978) Specification searches: Ad hoc inferences with non-experimental data
(1978)
There are more references available in the full text version of this article.
Cited by (11)
Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk
2007, Journal of EconometricsA Bayesian approach to regression selection and estimation, with application to a price index for radio services
1991, Journal of EconometricsFighting the teflon factor. Comparing classical and Bayesian estimators for autocorrelated errors
1991, Journal of EconometricsOn estimating and testing in a linear regression model with autocorrelated errors
1990, Journal of EconometricsPitman closeness in classes of general pre-test estimators and regression Estimators
2006, Communications in Statistics - Theory and Methods
- ∗
We are greteful to Surekha Prakash for helpful comments.
Copyright © 1980 Published by Elsevier B.V.