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Smoothness Priors and Stochastic Prior Restrictions in Distributed Lag Estimation

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  • Taylor, William E

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  • Taylor, William E, 1974. "Smoothness Priors and Stochastic Prior Restrictions in Distributed Lag Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(3), pages 803-804, October.
    • Handle: RePEc:ier:iecrev:v:15:y:1974:i:3:p:803-04
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    Cited by:

    1. Venkateswaran, Meenakshi & Kinnucan, Henry W. & Chang, Hui-Shung, 1993. "Modeling Advertising Carryover in Fluid Milk: Comparison of Alternative Lag Specifications," Agricultural and Resource Economics Review, Cambridge University Press, vol. 22(1), pages 10-19, April.
    2. John F. Wilson, 1976. "Have geometric lag hypotheses outlived their time? some evidence in a Monte Carlo framework," International Finance Discussion Papers 82, Board of Governors of the Federal Reserve System (U.S.).
    3. Mark Gersovitz & James G. MacKinnon, 1977. "Seasonality in Regression: An Application of Smoothness Priors," Working Paper 257, Economics Department, Queen's University.
    4. Michele Campolieti, 2003. "On the estimation of hazard models with flexible baseline hazards and nonparametric unobserved heterogeneity," Economics Bulletin, AccessEcon, vol. 3(24), pages 1-10.
    5. Parrott, Scott D. & Eastwood, David B., 1998. "Incorporating Seasonality, Product Volume, And Shiller Lags Into A Price Linkage Model," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20837, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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