Bayesian regression analysis using poly-t densities

DOI10.1016/0304-4076(77)90004-5MaRDI QIDQ1243556zbMATH OpenOpenAlexFDO

Authors Jacques H. Drèze

Publication date 1977

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(77)90004-5

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05)

Cites work

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• Bayes's theorem and the use of prior knowledge in regression analysis
• Bayesian Analysis of Regression Error Terms
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Bayesian Full Information Analysis of Simultaneous Equations
• Bayesian Limited Information Analysis of the Simultaneous Equations Model
• Bayesian analysis of a three-component hierarchical design model
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Bayesian inference in error-in-variables models
• Econometrics and Decision Theory
• Multivariate stable distributions
• Posterior and predictive densities for simultaneous equation models
• Three Multidimensional-integral Identities with Bayesian Applications

Cited in

(18)

• Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
• Robust Bayesian inference in elliptical regression models
• On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
• A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
• The posterior distribution of the fixed and random effects in a mixed-effects linear model
• A 1-1 poly-t random variable generator with application to Monte Carlo integration
• Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
• Some bayesian solutions for problems of adaptive estimation in linear dynamic systems
• Structural time series modeling: A Bayesian approach
• Bayesian inference in location-scale distributions with independent bivariate priors
• Sequentially adaptive Bayesian learning algorithms for inference and optimization
• Bayesian long-run prediction in time series models
• Bayesian and classical approaches to instrumental variable regression
• BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
• Importance sampling from posterior distributions using copula-like approximations
• Bayesian analysis of the error correction model
• On the evaluation of poly-t density functions
• GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS

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