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Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process

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  • RICHARD, Jean-François

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Suggested Citation

  • RICHARD, Jean-François, 1977. "Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process," LIDAM Reprints CORE 317, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:317
    Note: In : A. Aykaç and C. Brumat (eds.), New Developments in the Applications of Bayesian Methods. North-Holland, 185-209, 1977.
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    Cited by:

    1. Moura, Guilherme V. & Richard, Jean-François & Liesenfeld, Roman, 2007. "Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation," Economics Working Papers 2007-11, Christian-Albrechts-University of Kiel, Department of Economics.
    2. Liesenfeld, Roman & Richard, Jean-François, 2008. "Improving MCMC, using efficient importance sampling," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 272-288, December.

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