Econometrica

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

https://www.jstor.org/stable/1913855
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.


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