Bayesian bootstrap multivariate regression
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- Zellner, Arnold, 1998. "The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 185-212.
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- Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-39, November.
- Zellner, A. & Bauwnes, L. & Van Dijk, H.K., 1988.
"Bayesian Specification Analysis And Estimation Of Simultaneous Equation Models Using Monte Carlo Methods,"
m8804, Southern California - Department of Economics.
- Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K., 1988. "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 39-72.
- ZELLNER, A. & BAUWENS, Luc & VAN DIJK, H., 1987. "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," CORE Discussion Papers 1987056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ryu, Hang K., 1993. "Maximum entropy estimation of density and regression functions," Journal of Econometrics, Elsevier, vol. 56(3), pages 397-440, April.
- van Dijk, H. K. & Kloek, T., 1980. "Further experience in Bayesian analysis using Monte Carlo integration," Journal of Econometrics, Elsevier, vol. 14(3), pages 307-328, December.
- Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
- Jean-Marie Dufour, 1997. "Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models," Econometrica, Econometric Society, vol. 65(6), pages 1365-1388, November.
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