Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models
From MaRDI portal
Publication:4066415
DOI10.2307/2285939zbMath0308.62061OpenAlexW4233774462MaRDI QIDQ4066415
Jatinder S. Mehta, P. A. V. B. Swamy
Publication date: 1975
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2285939
Related Items
A note on testing for switching regressions ⋮ The macroeconomic and fiscal implications of inflation forecast errors ⋮ Circumstances in which different criteria of estimation can be applied to estimate policy effects ⋮ Bayesian break-point forecasting in parallel time series, with application to university admissions ⋮ The efficiency of estimating a random coefficient model ⋮ Small samples and collateral information. An application of the hyperparameter model ⋮ A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris ⋮ Linear prediction and estimation methods for regression models with stationary stochastic coefficients ⋮ Bayesian estimation of the switching regression model with autocorrelated errors ⋮ An examination of distributed lag model coefficients estimated with smoothness priors ⋮ Best Quadratic Unbiased Prediction in a General Linear Model with Stochastic Regression Coefficients ⋮ Estimation of a dynamic demand function for gasoline with different schemes of parameter variation ⋮ Bayesian estimation of a random coefficient model ⋮ Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications ⋮ Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand ⋮ Change-point problems: bibliography and review ⋮ A Bayesian analysis of some threshold switching models ⋮ A constrained maximum-likelihood approach to estimating switching regressions
