A Class of Informative Priors and Distributed Lag Analysis
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- Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
- Robert B. Litterman, 1984. "Forecasting with Bayesian vector autoregressions four years of experience," Staff Report 95, Federal Reserve Bank of Minneapolis.
- Roger D. Peng & Francesca Dominici & Leah J. Welty, 2009. "A Bayesian hierarchical distributed lag model for estimating the time course of risk of hospitalization associated with particulate matter air pollution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(1), pages 3-24.
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- L. J. Welty & R. D. Peng & S. L. Zeger & F. Dominici, 2009. "Bayesian Distributed Lag Models: Estimating Effects of Particulate Matter Air Pollution on Daily Mortality," Biometrics, The International Biometric Society, vol. 65(1), pages 282-291, March.
- Weaver, Robert D., 1979. "Survey of Promising Developments in Supply Response: Pre- and Post-Data Econometric Methods for Integration of Neo-Classical Theory with Sample Evidence," Staff Paper Series 256836, Pennsylvania State University, Department of Agricultural Economics and Rural Sociology.
- G.S. Maddala, 1974. "Ridge Estimators for Distributed Lag Models," NBER Working Papers 0069, National Bureau of Economic Research, Inc.
- W. Polasek, 1985. "A dual approach for matrix-derivatives," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 32(1), pages 275-292, December.
- Robert J. Shiller, 1975. "Alternative Prior Representations of Smoothness for Distributed Lag Estimation," NBER Working Papers 0089, National Bureau of Economic Research, Inc.
- Paul A. Anderson, 1979. "Help for the regional economic forecaster: vector autoregression," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum.
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