Salabasis, Mickael - Economics Institute for Research (SIR), … - 2004
Parametric Covariance Matrix Modeling
in Bayesian Panel Regression
Mickael Salabasis⁄
Dept. of Economic Statistics … research.
2 Parametric Covariance Modelling
Consider the standard panel regression model where the response yit of individual
i …
models with parametric covariance structures. Developing the tools necessary for
posterior simulation, the illustrated …