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.:
- 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.
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- Osiewalski, J. & Steel, M., 1990.
"Robust Bayesian Inference In Elliptical Regression Models,"
9032, Tilburg - Center for Economic Research.
- 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.
- Osiewalski, J. & Steel, M.F.J., 1990. "Robust Bayesian inference in elliptical regression models," Discussion Paper 1990-32, Tilburg University, Center for Economic Research.
- 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.
- Dastoor, Naorayex K. & Fisher, Gordon, 1988. "On Point-Optimal Cox Tests," Econometric Theory, Cambridge University Press, vol. 4(01), pages 97-107, April.
- 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.
- 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.
- Richard, J. -F. & Tompa, H., 1980. "On the evaluation of poly-t density functions," Journal of Econometrics, Elsevier, vol. 12(3), pages 335-351, April.
- Naorayex K. Dastoor & Gordon Fisher, 1987. "On Point-Optimal Cox Tests," Working Papers 678, Queen's University, Department of Economics.
- 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.
- Fernández, C. & Ley, E. & Steel, M.F.J., 1997.
"Statistical Modelling of Fishing Activities in the North Atlantic,"
1997-111, Tilburg University, Center for Economic Research.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1997. "Statistical Modeling of Fishing Activities in the North Atlantic," Econometrics 9712001, EconWPA.
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