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.

University of Melbourne Researchers