Some aspects of bivariate regression subject to linear constraints
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Publication:1229530
DOI10.1016/0304-4076(77)90032-XzbMATH Open0335.62044MaRDI QIDQ1229530FDOQ1229530
Authors: George C. Tiao, Wei-Yuan Tan, Yu-Chi Chang
Publication date: 1977
Published in: Journal of Econometrics (Search for Journal in Brave)
Bayesian inference (62F15) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)
Cites Work
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- Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
- Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
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- Invariant Prior Distributions
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- Iterative Estimation of a Set of Linear Regression Equations
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Cited In (3)
- On small sample properties of zellner's estimator for the case of two sur equations with compound normal disturbances
- A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression
- Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox
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