Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Nov, 1972, Volume 40, Issue 6

A Class of Informative Priors and Distributed Lag Analysis<1059:ACOIPA>2.0.CO;2-A
p. 1059-1081

Edward E. Leamer

This paper discusses in general the use of a priori information in regression analysis and explores in detail the use of mixtures of normal prior distributions. It includes an application to distributed lag analysis.

Log In To View Full Content