Bayesian regression diagnostics with applications to international consumption and income data

DOI10.1016/0304-4076(85)90039-9zbMath0585.62192OpenAlexW1971281460MaRDI QIDQ1070736

Brent R. Moulton, Arnold Zellner

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90039-9

zbMATH Keywords

Bayesian Regression Analysis Programdiffuse and informative prior distributionsFriedman's consumption modelFriedman's proportionality hypothesisHouthakker's international consumption and income datalogit transformation model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

Outlier detection in the state space model, A Bayesian-Frequentists approach for detecting outliers in a one-way variance components model, The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches, On priors and Bayes factors, Bayesian approach to outlier detection in multivariate normal samples and linear models, Detecting multiple outliers with an application to R \& D productivity, Information processing and Bayesian analysis.

Uses Software

• elicit-normlin

Cites Work

• On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• A Predictive View of the Detection and Characterization of Influential Observations in Regression Analysis
• Bayesian Analysis of the Regression Model With Autocorrelated Errors
• A Bayesian approach to some outlier problems
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