Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models — I
暂无分享，去创建一个
[1] Calyampudi R. Rao,et al. Linear Statistical Inference and Its Applications. , 1975 .
[2] Nicholas J. Gonedes,et al. Bayesian assessment of the unconditional mean square error of repeated predictions from a regression equation , 1974 .
[3] C. Theobald. Generalizations of Mean Square Error Applied to Ridge Regression , 1974 .
[4] Arnold Zellner,et al. An Introduction to Bayesian Inference in Econometrics. , 1974 .
[5] V. K. Srivastava. The efficiency of an improved method of estimating seemingly unrelated regression equations , 1973 .
[6] T. W. Anderson,et al. Statistical analysis of time series , 1972 .
[7] R. L. Winkler. The Assessment of Prior Distributions in Bayesian Analysis , 1967 .
[8] Duane A. Meeter,et al. On a Theorem Used in Nonlinear Least Squares , 1966 .
[9] Calyampudi Radhakrishna Rao,et al. Linear statistical inference and its applications , 1965 .
[10] John S. Chipman,et al. On Least Squares with Insufficient Observations , 1964 .
[11] A. Wald,et al. On the Statistical Treatment of Linear Stochastic Difference Equations , 1943 .
[12] P. Swamy,et al. Minimum average risk estimators for coefficients in linear models , 1975 .
[13] Henri Theil. Principles of econometrics , 1971 .
[14] S. Silvey. Statistical inference , 1970 .