{"id":{"repo_id":"vt","oai_identifier":"oai:vtechworks.lib.vt.edu:10919/76089"},"canonical_url":"https://search.dev.ndltd.org/etd/vt/oai:vtechworks.lib.vt.edu:10919/76089","repository":{"repo_id":"vt","name":"Virginia Tech","base_url":"https://vtechworks.lib.vt.edu/oai/request"},"display":{"title":"Empirical Bayes procedures in time series regression models","abstract":"In this dissertation empirical Bayes estimators for the coefficients in time series regression models are presented. Due to the uncontrollability of time series observations, explanatory variables in each stage do not remain unchanged. A generalization of the results of O'Bryan and Susarla is established and shown to be an extension of the results of Martz and Krutchkoff. 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