An error-components procedure (ECP) for introducing prior information about covariance matrices and analysis of multivariate regression models
Year of publication: |
1979
|
---|---|
Authors: | Zellner, Arnold |
Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 20.1979, 3, p. 679-692
|
Subject: | Ökonometrik Schätzung |
-
Buchholz, Rainer, (1985)
-
Posterior analysis of econometric models using Monte Carlo integration
Dijk, Herman K. van, (1984)
-
Estimating seemingly unrelated regression models from incomplete cross-section/time-series data
Biørn, Erik, (1981)
- More ...
-
A conversation with Arnold Zellner
McLure, Michael, (2010)
-
Golan, Amos, (2007)
-
Folklore versus Fact in Forecasting with Econometric Methods.
Zellner, Arnold, (1978)
- More ...