Bayesian analysis of the federal reserve-MIT-Penn model's Almon lag consumption function

DOI10.1016/0304-4076(73)90010-9zbMath0276.90012OpenAlexW2083452762MaRDI QIDQ1393348

Anne D. Williams, Arnold Zellner

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1016/0304-4076(73)90010-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60)

Related Items (4)

Prediction in several conventional contexts ⋮ Effects of misspecification of lag structure in certain two-variable distributed lag models ⋮ A Bayesian approach to state space multivariate time series modeling ⋮ Fully Bayesian analysis of ARMA time series models

Cites Work

• Bayesian Analysis of the Regression Model With Autocorrelated Errors
• Invariant Prior Distributions
• Analysis of Distributed Lag Models with Applications to Consumption Function Estimation
• A further look at robustness via Bayes's theorem
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