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Regression models under competing covariance matrices : A Bayesian perspective

Author

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  • Chib, S.
  • Osiewalski, J.
  • Steel, M.F.J.

    (Tilburg University, School of Economics and Management)

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Suggested Citation

  • Chib, S. & Osiewalski, J. & Steel, M.F.J., 1990. "Regression models under competing covariance matrices : A Bayesian perspective," Other publications TiSEM f5b88ec8-2520-432e-8295-c, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:f5b88ec8-2520-432e-8295-c2c9ce7c2f51
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    Cited by:

    1. L W Hepple, 1995. "Bayesian Techniques in Spatial and Network Econometrics: 2. Computational Methods and Algorithms," Environment and Planning A, , vol. 27(4), pages 615-644, April.
    2. Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001. "Benchmark priors for Bayesian model averaging," Journal of Econometrics, Elsevier, vol. 100(2), pages 381-427, February.
    3. L W Hepple, 1995. "Bayesian Techniques in Spatial and Network Econometrics: 1. Model Comparison and Posterior Odds," Environment and Planning A, , vol. 27(3), pages 447-469, March.
    4. N/A, 1996. "Obituary—Glenda H Laws, 1959–1996," Environment and Planning A, , vol. 28(10), pages 1909-1909, October.

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