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Bayes prediction regressions with elliptical errors

Chib, Siddhartha - In: Journal of econometrics 3 (1988), pp. 349-360

Persistent link: https://www.econbiz.de/10001046320

Bayes prediction density and regression estimation : a semiparametr. approach

Tiwari, Ram C. - In: Empirical economics : a journal of the Institute for … 13 (1988) 3, pp. 209-222

Persistent link: https://www.econbiz.de/10001056253

Large sample theory of spacings statistics for tests of fit for the composite hypothesis

Wells, Martin T. - In: Journal of the Royal Statistical Society 55 (1993) 1, pp. 189-203

Persistent link: https://www.econbiz.de/10001137136

Settlement system in rural India : a case study of the Lower Ganga Yamuna Doab

Tiwari, Ram C. - 1984

Persistent link: https://www.econbiz.de/10000698189

Stochastic inflation and demand for nominal assets

Russo, Benjamin - In: Atlantic economic journal : AEJ 20 (1992) 1, pp. 40-47

Persistent link: https://www.econbiz.de/10001124011

Bayes regression with autoregressive errors : a Gibbs sampling approach

Chib, Siddhartha - In: Journal of econometrics 58 (1993) 3, pp. 275-294

Persistent link: https://www.econbiz.de/10001149104

Markov chain Monte Carlo technology

Chib, Siddhartha (contributor) - 2004

In the past fifteen years computational statistics has been enriched by a powerful, somewhat abstract method of generating variates from a target probability distribution that is based on Markov chains whose stationary distribution is the probability distribution of interest. This class of...