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Fighting the teflon factor : Comparing classical and Bayesian estimators for autocorrelated errors

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  • Kennedy, Peter
  • Simons, Daniel

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4582B48-1M/2/db9da71371ceff54398d1d746d770bac
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 48 (1991)
Issue (Month): 1-2 ()
Pages: 15-27

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Handle: RePEc:eee:econom:v:48:y:1991:i:1-2:p:15-27

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Keuk-Soo Kim & W. Douglas McMillin, 2003. "Estimating the effects of monetary policy shocks: does lag structure matter?," Applied Economics, Taylor & Francis Journals, vol. 35(13), pages 1515-1526.
  2. Xingyuan Zhang, 2000. "A Monte Carlo Study on the Finite Sample Properties of the Gibbs Sampling Method for a Stochastic Frontier Model," Journal of Productivity Analysis, Springer, vol. 14(1), pages 71-83, July.

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