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Bayesian marginal equivalence of elliptical regression models

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Author Info

  • Osiewalski, J.
  • Steel, M.F.J.

    (Tilburg University, Center for Economic Research)

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Bibliographic Info

Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1991-19.

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Date of creation: 1991
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Handle: RePEc:dgr:kubcen:199119

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Web page: http://center.uvt.nl

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Keywords: Economics;

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References

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  1. 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.
  2. 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.
  3. Osiewalski, J., 1989. "A Note On Bayesian Inference In A Regression Model With Elliptical Errors," CORE Discussion Papers 1989040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Chib, S. & Osiewalski, J. & Steel, M., 1990. "Posterior Inference On The Degrees Of Freedom Parameter In Multivariate-T Regression Models," Papers 9043, Tilburg - Center for Economic Research.
  5. 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.
  6. 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.
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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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