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A Class of Informative Priors and Distributed Lag Analysis

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  • Leamer, Edward E

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  • Leamer, Edward E, 1972. "A Class of Informative Priors and Distributed Lag Analysis," Econometrica, Econometric Society, vol. 40(6), pages 1059-1081, November.
    • Handle: RePEc:ecm:emetrp:v:40:y:1972:i:6:p:1059-81
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    Citations

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    Cited by:

    1. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    2. 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, February.
    3. Starck, Christian, 1991. "Specifying a Bayesian vector autoregression for short-run macroeconomic forecasting with an application to Finland," Research Discussion Papers 4/1991, Bank of Finland.
    4. Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Sum).
    5. 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.
    6. Starck, Christian, 1991. "Specifying a Bayesian vector autoregression for short-run macroeconomic forecasting with an application to Finland," Bank of Finland Research Discussion Papers 4/1991, Bank of Finland.
    7. 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.
    8. G.S. Maddala, 1974. "Ridge Estimators for Distributed Lag Models," NBER Working Papers 0069, National Bureau of Economic Research, Inc.
    9. Robert J. Shiller, 1975. "Alternative Prior Representations of Smoothness for Distributed Lag Estimation," NBER Working Papers 0089, National Bureau of Economic Research, Inc.
    10. Robert B. Litterman, 1984. "Forecasting with Bayesian vector autoregressions four years of experience," Staff Report 95, Federal Reserve Bank of Minneapolis.
    11. repec:zbw:bofrdp:1991_004 is not listed on IDEAS
    12. Litterman, Robert B, 1986. "Forecasting with Bayesian Vector Autoregressions-Five Years of Experience," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 25-38, January.
    13. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983. "Forecasting and Conditional Projection Using Realistic Prior Distributions," NBER Working Papers 1202, National Bureau of Economic Research, Inc.
    14. 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.
    15. Paul A. Anderson, 1979. "Help for the regional economic forecaster: vector autoregression," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Sum).

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