User menu

Polynomial approximation of distributed lags and linear restrictions: A Bayesian approach

Bibliographic reference Mouchart, Michel ; Orsi, R.. Polynomial approximation of distributed lags and linear restrictions: A Bayesian approach. In: Empirical Economics : a quarterly journal of the Institute for Advanced Studies, Vienna, Vol. 1, no.2, p. 129-152 (1976)
Permanent URL http://hdl.handle.net/2078.1/124458
  1. Almon, S.: The distributed lag between capital appropriations and expenditures. Econometrica, 33, 178–196, 1965.
  2. Amemiya, T., andK. Morimune: Selecting the optimal order of polynomial in the Almon distributed lag. The Review of Economics and Statistics, LVI, 378–386, 1974.
  3. Cooper, J.P.: Two approaches to polynomial distributed lags estimation: an expository note and comment. The American Statistician, 26, 32–35, 1972.
  4. Dhrymes, P.J.: Distributed Lags. Edinburgh 1972.
  5. Dickey, J.M.: Three multidimensional integral identities with bayesian applications. Annals of Mathematical Statistics, 39, 1615–1627, 1968.
  6. Florens, J.P., M. Mouchart, andJ.F. Richard: Bayesian inference in error-in-variables models. Journal of Multivariate Analysis, 4, 419–452, 1974.
  7. Johnston, J.: Econometric Methods (2nd edition). New York. 1972.
  8. Jorgenson, D.W.: Rational distributed lag functions. Econometrica, 34, 135–149, 1966.
  9. Kolmogorov, A.N.: Foundations of the Theory of Probability. New York, 1956.
  10. Koyck, L.M.: Distributed Lags and Investment Analysis. Amsterdam, 1954.
  11. Lindley, D. V., andA.F.M. Smith: Bayes estimates for the linear model. Journal of the Royal Statistical Association, series B, 34, 1–41, 1972.
  12. Maddala, G.S.: Some notes on discrimination between different distributed lag models, CORE Discussion Paper, no. 7109, Louvain, 1971.
  13. Mouchart, M.: A note on Bayes theorem. Forthcoming in Statistica, 1976.
  14. Orsi, R.: La procédure d'Almon pour les retards échelonnés; problémes de spécification et analyse bayésienne. Master Thesis, Institut des Sciences Economiques, Louvain, 1973.
  15. Palm, F.: On mixed prior distributions and their application in distributed lag models, CORE Discussion Paper no. 7222, Louvain, 1972.
  16. Raiffa, H., andR. Schlaifer. Applied Statistical Decision Theory, Harvard University Press, Cambridge, Mass., 1961.
  17. Richard, J.F.: Posterior and Predictive Densities for Simultaneous Equations Model. Berlin 1973.
  18. Seber, G.A.F.: The Linear Hypothesis: A General Theory. London, 1966.
  19. Shiller, R.J.: A distributed lag estimator derived from smoothness priors. Econometrica, 41, 775–788, 1973.
  20. Solow, R.M.: On a family of lag distributions. Econometrica, 28, 393–406, 1960.
  21. Zellner, A.: An Introduction to Bayesian Inference in Econometrics. New York 1971.
  22. Zellner, A., andM.S. Geisel: Analysis of distributed lag models with applications to consumption function estimation, Econometrica, 38, 865–888, 1970.