Bayesian prediction in growth-curve models with correlated errors
Ulrich Menzefricke ()
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1999, vol. 8, issue 1, 75-93
Keywords: Autoregressive model; calibration; correlated errors; Gibbs sampling; growth curves; hicrarchical model; inverse prediction; panel data; prediction; 62F15; 62J05 (search for similar items in EconPapers)
Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:8:y:1999:i:1:p:75-93
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DOI: 10.1007/BF02595863
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