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Bayesian bootstrap multivariate regression

  • Heckelei, Thomas
  • Mittelhammer, Ron C.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4718B1F-2/2/c67d3e4c56a1f5d61c7d95eefd893f49
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 112 (2003)
Issue (Month): 2 (February)
Pages: 241-264

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Handle: RePEc:eee:econom:v:112:y:2003:i:2:p:241-264
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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  1. Geweke, John, 1986. "Exact Inference in the Inequality Constrained Normal Linear Regression Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 127-41, April.
  2. 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.
  3. Kloek, Tuen & van Dijk, Herman K, 1978. "Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo," Econometrica, Econometric Society, vol. 46(1), pages 1-19, January.
  4. Ryu, Hang K., 1993. "Maximum entropy estimation of density and regression functions," Journal of Econometrics, Elsevier, vol. 56(3), pages 397-440, April.
  5. 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).
  6. 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.
  7. Zellner, Arnold & Highfield, Richard A., 1988. "Calculation of maximum entropy distributions and approximation of marginalposterior distributions," Journal of Econometrics, Elsevier, vol. 37(2), pages 195-209, February.
  8. 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.
  9. 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.
  10. Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-39, November.
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