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Bayesian marginal equivalence of elliptical regression models

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  • Osiewalski, Jacek
  • Steel, Mark F. J.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 59 (1993)
Issue (Month): 3 (October)
Pages: 391-403

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Handle: RePEc:eee:econom:v:59:y:1993:i:3:p:391-403

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

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References

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  1. Chib, Siddhartha & Tiwari, Ram C. & Jammalamadaka, S. Rao, 1988. "Bayes prediction in regressions with elliptical errors," Journal of Econometrics, Elsevier, vol. 38(3), pages 349-360, July.
  2. Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Posterior inference on the degrees of freedom parameter in multivariate-t regression models," Discussion Paper 1990-43, Tilburg University, Center for Economic Research.
  3. Osiewalski, Jacek & Steel, Mark F. J., 1993. "Robust bayesian inference in elliptical regression models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 345-363.
  4. Jammalamadaka, S. Rao & Tiwari, Ram C. & Chib, Siddhartha, 1987. "Bayes prediction in the linear model with spherically symmetric errors," Economics Letters, Elsevier, vol. 24(1), pages 39-44.
  5. Osiewalski, Jacek, 1991. "A note on Bayesian inference in a regression model with elliptical errors," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 183-193.
  6. Richard, J. F. & Steel, M. F. J., 1988. "Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 7-37.
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Cited by:
  1. Arellano-Valle, R.B. & del Pino, G. & Iglesias, P., 2006. "Bayesian inference in spherical linear models: robustness and conjugate analysis," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 179-197, January.
  2. Jacek Osiewalski, 2011. "Bayesian Variations on the Frisch and Waugh Theme," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 3(1), pages 39-47, March.

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