A note on a Bayesian estimator in an autocorrelated error model
type: Item
instance of: scholarly article
title: A note on a Bayesian estimator in an autocorrelated error model
zbMATH Open document ID: 0436.62035
DOI: 10.1016/0304-4076(80)90064-0
author: S. H. Smith
published in: Journal of Econometrics
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 3680930
zbMATH Keywords: autocorrelated error model
zbMATH Keywords: pre-test estimators
zbMATH Keywords: Durbin-Watson test
zbMATH Keywords: generalized least squares estimator
zbMATH Keywords: Bayesian estimators
MaRDI profile type: Publication
full work available at URL: 0304-4076(80)90064-0
OpenAlex ID: W2054766528
cites work: On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
cites work: Q4164707
description: scientific article; zbMATH DE number 3680930