Abstract Multivariate Bayesian linear regression (MBLR) is a popular statistical tool with many applications in variety of scientific fields. However, shortcoming potential model over-complexity, as the assumes that all responses depend on same covariates and errors are mutually pairwise correlated. The class seemingly unrelated (SUR) models generalizes MBLR by allowing for response-specific co...

The fundamental dispersion relation of transverse electro-magnetic waves in a cold collisionless plasma is formally equivalent to the two dimensional inertio-gravity rotating shallow water system, where Coriolis frequency can be identified with frequency, and gravity wave phase speed plays role light. Here we examine this formal equivalence governing linearised equations, compare between propag...

IN THIS PAPER we derive the asymptotic distribution of multistep prediction from the general dynamic simultaneous equation model. The approach taken is a generalization of that of Schmidt [4] who considered a model with uncorrelated errors. It seems worthwhile to extend Schmidt's results, since the estimation of dynamic simultaneous equation models with autoregressive errors is now fairly commo...

In recursive linear models, the multivariate normal joint distribution of all variables exhibits a dependence structure induced by recursive systems of linear structural equations. Such models appear in particular in seemingly unrelated regressions, structural equation modelling, simultaneous equation systems, and in Gaussian graphical modelling. We show that recursive linear models that are ‘b...