Bayes estimates are derived in multivariate linear models with unknown distribution. The prior distribution is defined using a Dirichlet prior for the unknown error distribution and a ormal-Wishart distribution for the ...

This methodological paper discusses the application of “adaptive” non-parametric procedures for estimating regression functions or contrasts in situations with quantitative regressands and qualitative regressors. We propose ...

This paper discusses a methodology which uses time series cross sectional datafor the estimation of a time dependent regression function depending on explanatory variables and for the prediction of values of the dependent ...

We examine the impact of performance groups on the estimation of the relative importance of firm, industry and other effects on corporate performance. Performance groups comprise firms from the same industry with a similar ...