Estimation of Regression Disturbances Based on Minimum Message Length.

This paper derives six different forms of message length functions for general linear regression model. In so doing, two different prior densities and the idea of parameter orthogonality are employed.

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Year of publication:	1996
Authors:	Laskar, M.R. ; King, M.L.
Institutions:	Department of Econometrics and Business Statistics, Monash Business School
Subject:	EVALUATION \| REGRESSION ANALYSIS

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Series:	Monash Econometrics and Business Statistics Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 6/96 19 pages
Classification:	C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C81 - Methodology for Collecting, Estimating, and Organizing Microeconomic Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005087586