Stochastic response restrictions

DOI zum Zitieren dieses Dokuments:: 10.5283/epub.5146

Haupt, Harry ; Oberhofer, Walter

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Veröffentlichungsdatum dieses Volltextes: 05 Aug 2009 13:49

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Zusammenfassung

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 ...