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Citations for "Robust bayesian inference in elliptical regression models"

by Osiewalski, Jacek & Steel, Mark F. J.

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  1. Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., . "Bayesian analysis of long memory and persistence using ARFIMA models," CORE Discussion Papers RP -1246, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Osiewalski, J. & Steel, M.F.J., 1991. "Bayesian marginal equivalence of elliptical regression models," Discussion Paper 1991-19, Tilburg University, Center for Economic Research.
  3. Osiewalski, Jacek & Welfe, Aleksander, 1997. " The Price-Wage Mechanism in Poland: An Endogenous Switching Model," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 205-20.
  4. 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.
  5. 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.
  6. 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 Wass, 1994. "An overview of robust Bayesian analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 3(1), pages 5-124, June.
  7. Fernández, C. & Steel, M.F.J., 1996. "On Bayesian Inference under Sampling from Scale Mixtures of Normals," Discussion Paper 1996-02, Tilburg University, Center for Economic Research.
  8. Koop, G. & Steel, M.F.J., 1991. "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Discussion Paper 1991-50, Tilburg University, Center for Economic Research.
  9. 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.
  10. Chib, B. & Osiewalski, J. & Steel, M., 1990. "Regression Models Under Competing Covariance Matrices: A Baysian Perspective," Papers 9063, Tilburg - Center for Economic Research.
  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. 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.
  13. 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.
  14. 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, vol. 8(2), pages 339-344, December.
  15. Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "Testing and Estimating Persistence in Canadian Unemployment," Econometrics 0311004, EconWPA.
  16. 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.
  17. 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.