Robust Bayesian Inference for Seemingly Unrelated Regressions with Elliptical Errors
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References listed on IDEAS
- Chib, Siddhartha & Tiwari, Ram C. & Jammalamadaka, S. Rao, 1988. "Bayes prediction in regressions with elliptical errors," Journal of Econometrics, Elsevier, vol. 38(3), pages 349-360, July.
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- 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.
- Kibria, B.M. Golam, 2006. "The matrix-t distribution and its applications in predictive inference," Journal of Multivariate Analysis, Elsevier, vol. 97(3), pages 785-795, March.
- Zellner, Arnold & Ando, Tomohiro, 2010. "Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting," International Journal of Forecasting, Elsevier, vol. 26(2), pages 413-434, April.
- Zellner, Arnold & Ando, Tomohiro, 2010. "A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model," Journal of Econometrics, Elsevier, vol. 159(1), pages 33-45, November.
- Cai, Bo & Dunson, David B., 2007. "Bayesian Multivariate Isotonic Regression Splines: Applications to Carcinogenicity Studies," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1158-1171, December.
- Liu, Jin Shan & Ip, Wai Cheung & Wong, Heung, 2009. "Predictive inference for singular multivariate elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1440-1446, August.
- Xu, Qinfeng & You, Jinhong & Zhou, Bin, 2008. "Seemingly unrelated nonparametric models with positive correlation and constrained error variances," Economics Letters, Elsevier, vol. 99(2), pages 223-227, May.
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Keywordsseemingly unrelated regression models elliptical contoured distributions posterior and predictive distributions;
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