Bayes regression with autoregressive errors. A Gibbs sampling approach

DOI10.1016/0304-4076(93)90046-8zbMath0775.62068OpenAlexW1561308353MaRDI QIDQ1260673

Siddhartha Chib

Publication date: 25 August 1993

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

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90046-8

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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