Bayesian Variations on the Frisch and Waugh Theme
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References listed on IDEAS
- Osiewalski, Jacek & Steel, Mark F. J., 1993.
"Robust bayesian inference in elliptical regression models,"
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More about this item
KeywordsBayesian inference; regression models; SURE models; VAR processes; data transformations;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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