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|b مصر
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|9 339208
|a Hussein, Hassan M. A.
|e Author
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| 245 |
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|a A BAYESIAN APPROACH FOR ESTIMATING AUTOREGRESSIVE MOVING AVERAGE MODELS
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| 260 |
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|b جامعة الزقازيق - كلية التجارة
|c 2008
|g يوليو
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| 300 |
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|a 29 - 51
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|a بحوث ومقالات
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|b A Bayesian method for estimating autoregressive-moving average (ARMA) models is proposed. The proposed methodology is based on replacing lagged errors of the original ARMA model with appropriately lagged residuals from a long auto regression .Bayes estimators have been developed under non-informative and natural conjugate priors. Moreover, the estimation of the parameters for the ARMA representation can be obtained by using a non-Bayesian method, namely the three- stage least squares (3SLS) method. These methods are compared using simulated and real data. A numerical comparison between Bayesian and non-Bayesian will be carried out .It has been seen that the obtained estimators not available in a compact form, although they can be easily evaluated numerically. Moreover, the proposed method (Bayesian procedure) produce estimates with greater precision (smaller MSE) than that for the 3SLS procedure.
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| 653 |
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|a التحليل الاحصائي
|a مقاربات الانحدار
|a النظرية الافتراضية
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| 773 |
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|4 الاقتصاد
|4 إدارة الأعمال
|6 Economics
|6 Business
|c 009
|e Journal of Business Research
|l 002
|m مج30, ع2
|o 0712
|s مجلة البحوث التجارية
|v 030
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| 856 |
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|u 0712-030-002-009.pdf
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| 930 |
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|d y
|p y
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| 995 |
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|a EcoLink
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|c 665250
|d 665250
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