A note on the Bayesian estimation of Solow's distributed lag model

DOI10.1016/0304-4076(76)90039-7zbMath0333.62073OpenAlexW2003022368MaRDI QIDQ1228322

Robert S. Guthrie

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1016/0304-4076(76)90039-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Monte Carlo methods (65C05)

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Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative

Cites Work

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• On a Family of Lag Distributions
• An Argument for the Usefulness of the Gamma Distributed Lag Model
• On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters
• Estimation of Solow's Distributed Lag Models
• Analysis of Distributed Lag Models with Applications to Consumption Function Estimation

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