Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
| Year of publication: |
1995
|
|---|---|
| Authors: | Chib, Siddhartha ; Greenberg, Edward |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 68.1995, 2, p. 339-360
|
| Publisher: |
Elsevier |