MSE Evaluation of Shiller's Smoothness Priors

descriptionPublicationkeyboard_double_arrow_right Article 01 Feb 1979Publisher:JSTORJournal:International Economic Review, volume 20, page 203 (issn: 0020-6598,

Copyright policy )

Authors: Fomby, Thomas B;

doi: 10.2307/2526426

MSE Evaluation of Shiller's Smoothness Priors

- Summary
- Subjects
- Metrics

No summary information available

Keywords

Linear regression; mixed models, linear regression model, finite distributed lag, lag structure, smoothness priors, Applications of statistics to economics, parametric specification, mean squared error test methodology

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	3
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average

Found an issue? Give us feedback

3

Average

Fields of Science (4) View all

Fields of Science

Upload OA version

Are you the author of this publication? Upload your Open Access version to Zenodo!

It’s fast and easy, just two clicks!

uploadUpload now