A note on a Bayesian estimator in an autocorrelated error model
- 30 April 1980
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 12 (3) , 389-392
- https://doi.org/10.1016/0304-4076(80)90064-0
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternativeJournal of Econometrics, 1978