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Bayes prediction in regressions with elliptical errors

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  • Chib, Siddhartha
  • Tiwari, Ram C.
  • Jammalamadaka, S. Rao
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-45824GD-4/2/a7bd1716d72a690ca02a2074391aa7c3
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 38 (1988)
    Issue (Month): 3 (July)
    Pages: 349-360

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    Handle: RePEc:eee:econom:v:38:y:1988:i:3:p:349-360

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    Web page: http://www.elsevier.com/locate/jeconom

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    Cited by:
    1. Osiewalski, J. & Steel, M.F.J., 1989. "A Bayesian Analysis Of Exogeneity In Models Pooling Time- Series And Cross -Section Data," Papers 8914, Tilburg - Center for Economic Research.
    2. Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Discussion Paper 1991-19, Tilburg University, Center for Economic Research.
    3. Peter C.B. Phillips, 1987. "Conditional and Unconditional Statistical Independence," Cowles Foundation Discussion Papers 824R, Cowles Foundation for Research in Economics, Yale University, revised Dec 1987.
    4. Kim, Hyoung-Moon & Mallick, Bani K., 2003. "A note on Bayesian spatial prediction using the elliptical distribution," Statistics & Probability Letters, Elsevier, vol. 64(3), pages 271-276, September.
    5. Liu, Jin Shan & Ip, Wai Cheung & Wong, Heung, 2009. "Predictive inference for singular multivariate elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1440-1446, August.
    6. Kibria, B.M. Golam, 2006. "The matrix-t distribution and its applications in predictive inference," Journal of Multivariate Analysis, Elsevier, vol. 97(3), pages 785-795, March.
    7. Kibria, B. M. Golam & Haq, M. Safiul, 1999. "Predictive Inference for the Elliptical Linear Model," Journal of Multivariate Analysis, Elsevier, vol. 68(2), pages 235-249, February.
    8. Ng, Vee Ming, 2002. "Robust Bayesian Inference for Seemingly Unrelated Regressions with Elliptical Errors," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 409-414, November.

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