Multivariate spatial regression models
This paper describes the inference procedures required to perform Bayesian inference to some multivariate econometric models. These models have a spatial component built into commonly used multivariate models. In particular, the common component models are addressed and extended to accommodate for spatial dependence. Inference procedures are based on a variety of simulation-based schemes designed to obtain samples from the posterior distribution of model parameters. They are also used to provide a basis to forecast new observations.
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Volume (Year): 91 (2004)
Issue (Month): 2 (November)
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References listed on IDEAS
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