IDEAS home Printed from https://ideas.repec.org/a/eee/econom/v48y1991i1-2p15-27.html
   My bibliography  Save this article

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

Author

Listed:
  • Kennedy, Peter
  • Simons, Daniel

Abstract

No abstract is available for this item.

Suggested Citation

  • Kennedy, Peter & Simons, Daniel, 1991. "Fighting the teflon factor : Comparing classical and Bayesian estimators for autocorrelated errors," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 15-27.
  • Handle: RePEc:eee:econom:v:48:y:1991:i:1-2:p:15-27
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4076(91)90030-H
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. 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.
    3. Paolella, Marc S. & Polak, PaweĊ‚, 2015. "ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 282-297.
    4. W. Douglas McMillin & Keuk-Soo Kim, 2001. "Symmetric versus Asymmetric Lag Structures in Vector Autoregressive Models: A Monte Carlo Analysis with an Application to Estimating the Effects of Monetary Policy Shocks," Departmental Working Papers 2001-01, Department of Economics, Louisiana State University.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:48:y:1991:i:1-2:p:15-27. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/jeconom .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.