BAYES PREDICTION IN REGRESSIONS WITH ELLIPTICAL ERRORS

被引：25

作者：

CHIB, S

TIWARI, RC

JAMMALAMADAKA, SR

机构：

[1] UNIV N CAROLINA, CHARLOTTE, NC 28223 USA

[2] UNIV CALIF SANTA BARBARA, SANTA BARBARA, CA 93106 USA

来源：

JOURNAL OF ECONOMETRICS | 1988年 / 38卷 / 03期

关键词：

D O I：

10.1016/0304-4076(88)90050-4

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：349 / 360

页数：12

共 24 条

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TIWARI, RC .

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[2]

DAVISON AC, 1986, BIOMETRIKA, V73, P323

[3]

DAWID AP, 1981, BIOMETRIKA, V68, P265, DOI 10.1093/biomet/68.1.265

[4]

GEARY RC, 1966, AM STAT, V20, P30

[5]

GEWEKE J, 1987, BAYESIAN INFERENCE E

[6]

GEWEKE J, 1987, EXACT PREDICTIVE DEN

[7] ESTIMATING REGRESSION-MODELS WITH MULTIPLICATIVE HETEROSCEDASTICITY [J].

HARVEY, AC .

ECONOMETRICA, 1976, 44 (03) :461-465

[8] BAYES PREDICTION IN THE LINEAR-MODEL WITH SPHERICALLY SYMMETRICAL ERRORS [J].

JAMMALAMADAKA, SR ;

TIWARI, RC ;

CHIB, S .

ECONOMICS LETTERS, 1987, 24 (01) :39-44

[9]

Johnson N.L., 1972, CONTINUOUS MULTIVARI

[10]

JUDGE C, 1985, ECONOMET THEOR, V1, P409

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