Small samples and collateral information. An application of the hyperparameter model
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Publication:1142004
DOI10.1016/0304-4076(80)90058-5zbMath0438.62088OpenAlexW1576208736MaRDI QIDQ1142004
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
Cobb-Douglas production functioncollateral informationsmall samplescross-section datahyperparameter modelmean-square-errorpooling time-series
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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