Journal article
A note on a Bayesian estimator in an autocorrelated error model
W Griffiths, D Dao
Journal of Econometrics | ELSEVIER SCIENCE SA LAUSANNE | Published : 1980
Abstract
For a simple autocorrelated error model studied by Fomby and Guilkey (1978) we demonstrate that there is a Bayesian counterpart to the class of sampling theory pre-test estimators. © 1980.