Bayes prediction in regressions with elliptical errors
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 38 (1988)
Issue (Month): 3 (July)
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Web page: http://www.elsevier.com/locate/jeconom
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- Osiewalski, J. & Steel, M., 1991.
"Bayesian Marginal Equivalence of Elliptical Regression Models,"
9119, Tilburg - Center for Economic Research.
- Osiewalski, Jacek & Steel, Mark F. J., 1993. "Bayesian marginal equivalence of elliptical regression models," Journal of Econometrics, Elsevier, vol. 59(3), pages 391-403, October.
- Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Discussion Paper 1991-19, Tilburg University, Center for Economic Research.
- 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.
- 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.
- 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.
- 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.
- 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.
- Osiewalski, J. & Steel, M.F.J., 1989.
"A Bayesian Analysis Of Exogeneity In Models Pooling Time- Series And Cross -Section Data,"
8914, Tilburg - Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1989. "A Bayesian analysis of exogeneity in models pooling time-series and cross-section data," Discussion Paper 1989-14, Tilburg University, Center for Economic Research.
- 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.
- Phillips, Peter C. B., 1988. "Conditional and unconditional statistical independence," Journal of Econometrics, Elsevier, vol. 38(3), pages 341-348, July.
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