Bayes regression with autoregressive errors. A Gibbs sampling approach
From MaRDI portal
Cites work
- Bayes inference in the Tobit censored regression model
- BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER
- Bayesian Analysis of Binary and Polychotomous Response Data
- Bayesian Analysis of the Regression Model With Autocorrelated Errors
- scientific article; zbMATH DE number 3816886 (Why is no real title available?)
- scientific article; zbMATH DE number 3954145 (Why is no real title available?)
- scientific article; zbMATH DE number 45973 (Why is no real title available?)
- scientific article; zbMATH DE number 52652 (Why is no real title available?)
- scientific article; zbMATH DE number 3992765 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- Inference for nonconjugate Bayesian Models using the Gibbs sampler
- Markov chains for exploring posterior distributions. (With discussion)
- On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
- Sampling-Based Approaches to Calculating Marginal Densities
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The Calculation of Posterior Distributions by Data Augmentation
Cited in
(27)- Calculating posterior distributions and modal estimates in Markov mixture models
- A Gibbs sampling approach to estimation and prediction of time-varying-parameter models.
- Business cycle durations
- Bayesian prediction in growth-curve models with correlated errors
- Monte Carlo inference in econometric models with symmetric stable disturbances
- Bayes inference in regression models with ARMA\((p,q)\) errors
- Nonlinearities, smoothing and countercyclical monetary policy
- The deductive phase of statistical analysis via predictive simulations: Test, validation and control of a linear model with autocorrelated errors representing a food process
- Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
- A comparison of estimators for regression models with change points
- Effects of prior distributions: an application to piped water demand
- Dynamic Bayesian analysis for irregularly and incompletely observed contingency tables
- Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
- On goodness of fit for time series regression models
- Therapeutic hypothermia: quantification of the transition of core body temperature using the flexible mixture bent-cable model for longitudinal data
- Bayesian estimation for time-series regressions improved with exact likelihoods
- scientific article; zbMATH DE number 7387515 (Why is no real title available?)
- Bayesian model selection in linear mixed effects models with autoregressive(p) errors using mixture priors
- Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors
- Bayesian model averaging in longitudinal regression models with AR(1) errors with application to a myopia data set
- Estimation and properties of a time-varying EGARCH(1,1) in mean model
- Testing for measurement error in regression with autoregressive innovations
- Estimation and properties of a time-varying GQARCH(1,1)-M model
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
- Analysis of N-of-1 trials using Bayesian distributed lag model with autocorrelated errors
- Multivariate ordinal regression for multiple repeated measurements
- On time series with randomized unit root and randomized seasonal unit root
This page was built for publication: Bayes regression with autoregressive errors. A Gibbs sampling approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1260673)
