Estimation of a dynamic demand function for gasoline with different schemes of parameter variation

DOI10.1016/0304-4076(78)90055-6zbMath0385.62089OpenAlexW2030544704WikidataQ58844463 ScholiaQ58844463MaRDI QIDQ1249411

Jatinder S. Mehta, Gorti V. L. Narasimham, P. A. V. B. Swamy

Publication date: 1978

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

Full work available at URL: http://www.federalreserve.gov/pubs/ifdp/1975/70/ifdp70.pdf

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (2)

Small samples and collateral information. An application of the hyperparameter model ⋮ Estimation of common coefficients in two regression equations

Cites Work

• Time series analysis and simultaneous equation econometric models
• Bayesian Analysis of Error Components Regression Models
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models
• The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• ESTIMATION OF CROSS‐SECTION RELATIONS: ANALYSIS OF A COMMON SPECIFICATION ERROR
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