Haupt, Harry and Oberhofer, Walter
Stochastic response restrictions.
Journal of Multivariate Analysis 95 (1), pp. 66-75.
at publisher (via DOI)
This paper considers the implementation of prior stochastic information on unknown outcomes of the response variables into estimation and forecasting of systems of linear regression equations in the context of time series, cross sections, pooled and longitudinal data models. The established approach proves particularly useful when only aggregated information on the response variables is ...
Export bibliographical data