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Dynamic hierarchical models: an extension to matrix-variate observations

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  • Landim, Flavia
  • Gamerman, Dani

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  • Landim, Flavia & Gamerman, Dani, 2000. "Dynamic hierarchical models: an extension to matrix-variate observations," Computational Statistics & Data Analysis, Elsevier, vol. 35(1), pages 11-42, November.
  • Handle: RePEc:eee:csdana:v:35:y:2000:i:1:p:11-42
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    References listed on IDEAS

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    1. Chib, Siddhartha & Greenberg, Edward, 1995. "Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models," Journal of Econometrics, Elsevier, vol. 68(2), pages 339-360, August.
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    Cited by:

    1. Monica Billio & Roberto Casarin & Fausto Corradin & Antonio Peruzzi, 2025. "Bayesian Outlier Detection for Matrix-variate Models," Papers 2503.19515, arXiv.org, revised Aug 2025.
    2. Ataman, B.M., 2007. "Managing brands," Other publications TiSEM 462dcbba-2ac1-46d1-a61c-f, Tilburg University, School of Economics and Management.
    3. Soudeep Deb & Rishideep Roy & Shubhabrata Das, 2024. "Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1814-1834, September.
    4. Shyam Gopinath & Jacquelyn S. Thomas & Lakshman Krishnamurthi, 2014. "Investigating the Relationship Between the Content of Online Word of Mouth, Advertising, and Brand Performance," Marketing Science, INFORMS, vol. 33(2), pages 241-258, March.

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