Robust Bayesian Inference for Seemingly Unrelated Regressions with Elliptical Errors
نویسندگان
چکیده
منابع مشابه
Seemingly Unrelated Regressions
This article considers the seemingly unrelated regression (SUR) model first analyzed by Zellner (1962). We describe estimators used in the basic model as well as recent extensions.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2002
ISSN: 0047-259X
DOI: 10.1006/jmva.2001.2054