Regression Models Under Competing Covariance Matrices: A Baysian Perspective
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Bibliographic InfoPaper provided by Tilburg - Center for Economic Research in its series Papers with number 9063.
Length: 16 pages
Date of creation: 1990
Date of revision:
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Phone: 31 13 4663050
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regression analysis ; linear models ; econometrics;
Other versions of this item:
- Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Regression models under competing covariance matrices: A Bayesian perspective," Discussion Paper 1990-63, Tilburg University, Center for Economic Research.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Osiewalski, Jacek & Steel, Mark F. J., 1993.
"Robust bayesian inference in elliptical regression models,"
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- Osiewalski, J. & Steel, M., 1990. "Robust Bayesian Inference In Elliptical Regression Models," Papers 9032, Tilburg - Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1990. "Robust Bayesian inference in elliptical regression models," Discussion Paper 1990-32, Tilburg University, Center for Economic Research.
- Dastoor, Naorayex K. & Fisher, Gordon, 1988. "On Point-Optimal Cox Tests," Econometric Theory, Cambridge University Press, vol. 4(01), pages 97-107, April.
- Griffiths, William & Dao, Dan, 1980. "A note on a Bayesian estimator in an autocorrelated error model," Journal of Econometrics, Elsevier, vol. 12(3), pages 389-392, April.
- King, Maxwell L & McAleer, Michael, 1987. "Further Results on Testing AR (1) against MA (1) Disturbances in the Linear Regression Model," Review of Economic Studies, Wiley Blackwell, vol. 54(4), pages 649-63, October.
- RICHARD, Jean-François & TOMPA, Hans, .
"On the evaluation of poly-t density functions,"
CORE Discussion Papers RP
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- Burke, S P & Godfrey, L G & Tremayne, A R, 1990. "Testing AR(1) against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure," Review of Economic Studies, Wiley Blackwell, vol. 57(1), pages 135-45, January.
- Inder, Brett A, 1990. "A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 341-54, May.
- Naorayex K. Dastoor & Gordon Fisher, 1987. "On Point-Optimal Cox Tests," Working Papers 678, Queen's University, Department of Economics.
- King, Maxwell L., 1983. "Testing for autoregressive against moving average errors in the linear regression model," Journal of Econometrics, Elsevier, vol. 21(1), pages 35-51, January.
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- Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001.
"Benchmark priors for Bayesian model averaging,"
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Elsevier, vol. 100(2), pages 381-427, February.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, EconWPA, revised 31 Jul 1999.
- Carmen Fernandez & E Ley & Mark F J Steel, 2004. "Benchmark priors for Bayesian models averaging," ESE Discussion Papers 66, Edinburgh School of Economics, University of Edinburgh.
- Carmen Fernández & Eduardo Ley & Mark F. J. Steel, . "Benchmark priors for Bayesian Model averaging," Working Papers 98-06, FEDEA.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1997.
"Statistical Modeling of Fishing Activities in the North Atlantic,"
- Carmen Fernández & Eduardo Ley & Mack F. J. Steel, . "Statistical modeling of fishing activities in the North Atlantic," Working Papers 97-25, FEDEA.
- Fernández, C. & Ley, E. & Steel, M.F.J., 1997. "Statistical Modelling of Fishing Activities in the North Atlantic," Discussion Paper 1997-111, Tilburg University, Center for Economic Research.
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