Random coefficient first-order autoregressive models

DOI10.1016/0304-4076(80)90082-2zbMath0471.62092OpenAlexW2008020559MaRDI QIDQ5904911

Lon-Mu Liu, George C. Tiao

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)90082-2

zbMATH Keywords

panel databeta distributionpooling problemshigher-order models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Random autoregressive models: A structured overview ⋮ A Bayesian approach to time-varying cross-sectional regression models

Cites Work

• Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
• A Bayesian approach to growth curves
• Spectral Analysis of Seasonal Adjustment Procedures
• Bayesian Estimation of Means for the Random Effect Model
• Bayesian analysis of a three-component hierarchical design model
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