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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
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Discussion paper / Center for Economic Research, Tilburg University
Economics Series Working Papers / Department of Economics, Oxford University
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A Bayesian note on competing correlation structures in the dynamic linear regression model
Chib, Siddhartha
;
Osiewalski, Jacek
;
Steel, Mark F. J.
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1991
Persistent link: https://www.econbiz.de/10000812547
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Posterior inference on the degrees of freedom parameter in multivariate-t regression models
Chib, Siddhartha
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1990
Persistent link: https://www.econbiz.de/10000797048
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Regression models under competing covariance matrices : a Bayesian perspective
Chib, Siddhartha
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1990
Persistent link: https://www.econbiz.de/10000801226
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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
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