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Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach

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  • Steel, M.F.J.

    (Tilburg University, School of Economics and Management)

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  • Steel, M.F.J., 1988. "Seemingly unrelated regression equation systems under diffuse stochastic prior information : A recursive analytical approach," Other publications TiSEM 6d8c95f6-dc7f-4fb9-ae6b-3, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:6d8c95f6-dc7f-4fb9-ae6b-3851fb3e70ce
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    References listed on IDEAS

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    1. Richard, J. -F. & Tompa, H., 1980. "On the evaluation of poly-t density functions," Journal of Econometrics, Elsevier, vol. 12(3), pages 335-351, April.
    2. Richard, J. F. & Steel, M. F. J., 1988. "Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 7-37.
    3. Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K., 1988. "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 39-72.
    4. Geweke, John, 1988. "Antithetic acceleration of Monte Carlo integration in Bayesian inference," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 73-89.
    5. Dreze, Jacques H. & Richard, Jean-Francois, 1983. "Bayesian analysis of simultaneous equation systems," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 9, pages 517-598, Elsevier.
    6. 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.
    7. Zellner, Arnold, 1988. "Bayesian analysis in econometrics," Journal of Econometrics, Elsevier, vol. 37(1), pages 27-50, January.
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    Cited by:

    1. Steel, M.F.J., 1989. "Weak exogeneity in misspecified sequential models," Other publications TiSEM e64b0605-a027-4d59-a784-c, Tilburg University, School of Economics and Management.
    2. Steel, Mark F. J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.

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