POOLING OF TIME SERIES AND CROSS SECTION DATA.

Focuses on the method of pooling cross section and time series data from the Bayesian point of view for simultaneous parameter estimation. Characterization of parameters; Demonstration on the defect of traditional method; Application of the method on the statistical demand function estimation.

Detalles Bibliográficos
Publicado en:Econometrica Vol. 36; no. 2; pp. 279 - 291
Autor principal: Chetty, V.K.
Formato: Artículo
Publicado: Wiley-Blackwell Apr68
Materias:
Acceso en línea:Ver este registro en EBSCOhost
Descripción
Sumario:Focuses on the method of pooling cross section and time series data from the Bayesian point of view for simultaneous parameter estimation. Characterization of parameters; Demonstration on the defect of traditional method; Application of the method on the statistical demand function estimation.