On Bayesian analysis of seemingly unrelated regression model with skew distribution error

MaRDI QIDQ5142076zbMATH OpenFDO

Authors Omid Akhgari, Mousa Golalizadeh

Publication date 29 December 2020

Full work available at URL https://www.ine.pt/revstat/pdf/REVSTAT_v18-n4-9.pdf

zbMATH Keywords

Bayesian inferencegross and incomeMarkov chain Monte Carlosimultaneous equation modelskew-normal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cited in

(4)

• Dynamic Bayesian analysis of generalized odds ratios assuming multivariate skew-normal distribution for the error terms in the system equation
• Bayesian analysis for a skew extension of the multivariate null intercept measurement error model
• Bayesian analysis of skew-\(t\) multivariate null intercept measurement error model
• An application of Bayesian seemingly unrelated regression models with flexible tails

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