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Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density

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Author Info
Richard, J. F.
Steel, M. F. J.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 38 (1988)
Issue (Month): 1-2 ()
Pages: 7-37
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Handle: RePEc:eee:econom:v:38:y:1988:i:1-2:p:7-37

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  1. W.E. Griffiths & Ma. Rebecca Valenzuela, 2004. "Gibbs Samplers for a Set of Seemingly Unrelated Regressions," Department of Economics - Working Papers Series 912, The University of Melbourne. [Downloadable!]
  2. Luc Bauwens, 1991. "The 'pathologie' of the Natural Conjugate Prior Density in the Regression Model," Annales d'Economie et de Statistique, ADRES, issue 23, pages 04, Juillet-S. [Downloadable!]
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  3. Griffiths, W.E., 2001. "Bayesian Inference in the Seemingly Unrelated Regressions Models," Department of Economics - Working Papers Series 793, The University of Melbourne. [Downloadable!]
  4. Carmen Fernandez & E Ley & Mark F J Steel, 2004. "Benchmark priors for Bayesian models averaging," ESE Discussion Papers 66, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
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