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Robust Bayesian inference in elliptical regression models

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  • OSIEWALSKI, Jacek

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  • OSIEWALSKI, Jacek, 1993. "Robust Bayesian inference in elliptical regression models," LIDAM Reprints CORE 1047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:1047
    DOI: 10.1016/0304-4076(93)90070-L
    Note: In : Journal of Econometrica, 57, 345-363, 1993
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    Cited by:

    1. Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1995. "Bayesian long-run prediction in time series models," Journal of Econometrics, Elsevier, vol. 69(1), pages 61-80, September.
    2. Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 149-169.
    3. 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.
    4. Russo, Cibele M. & Paula, Gilberto A. & Aoki, Reiko, 2009. "Influence diagnostics in nonlinear mixed-effects elliptical models," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4143-4156, October.
    5. Jacek Osiewalski & Aleksander Welfe, 1997. "The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Economic Change and Restructuring, Springer, vol. 30(2), pages 205-220, May.
    6. Jacek Osiewalski, 1999. "Bayesian analysis of nonlinear regression with equicorrelated elliptical errors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(2), pages 339-344, December.
    7. Koop, Gary & Steel, Mark F J, 1994. "A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 95-107, January.
    8. Provost, Serge B. & Cheong, Young-Ho, 1998. "The Probability Content of Cones in Isotropic Random Fields," Journal of Multivariate Analysis, Elsevier, vol. 66(2), pages 237-254, August.
    9. Jacek Osiewalski, 2011. "Bayesian Variations on the Frisch and Waugh Theme," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(1), pages 39-47, March.
    10. James Berger & Elías Moreno & Luis Pericchi & M. Bayarri & José Bernardo & Juan Cano & Julián Horra & Jacinto Martín & David Ríos-Insúa & Bruno Betrò & A. Dasgupta & Paul Gustafson & Larry Wasserman &, 1994. "An overview of robust Bayesian analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 3(1), pages 5-124, June.
    11. 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.
    12. O. Mikhail & C. J. Eberwein & J. Handa, 2006. "Estimating persistence in Canadian unemployment: evidence from a Bayesian ARFIMA," Applied Economics, Taylor & Francis Journals, vol. 38(15), pages 1809-1819.
    13. Lachos, Victor H. & Castro, Luis M. & Dey, Dipak K., 2013. "Bayesian inference in nonlinear mixed-effects models using normal independent distributions," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 237-252.
    14. Nadarajah Saralees, 2007. "A Truncated Bivariate t Distribution," Stochastics and Quality Control, De Gruyter, vol. 22(2), pages 303-313, January.
    15. Adeniyi, Isaac Adeola, 2020. "Bayesian Generalized Linear Mixed Effects Models Using Normal-Independent Distributions: Formulation and Applications," MPRA Paper 99165, University Library of Munich, Germany.
    16. Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "Testing and Estimating Persistence in Canadian Unemployment," Econometrics 0311004, University Library of Munich, Germany.

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