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Posterior inference on the degrees of freedom parameter in multivariate-t regression models
Chib, Siddhartha; Osiewalski, Jacek; Steel, Mark F. J. - 1990
Persistent link: https://www.econbiz.de/10000797048
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Regression models under competing covariance matrices : a Bayesian perspective
Chib, Siddhartha; Osiewalski, Jacek; Steel, Mark F. J. - 1990
Persistent link: https://www.econbiz.de/10000801226
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A Bayesian note on competing correlation structures in the dynamic linear regression model
Chib, Siddhartha; Osiewalski, Jacek; Steel, Mark F. J. - 1991
Persistent link: https://www.econbiz.de/10000812547
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Posterior inference on the degrees of freedom parameter in multivariate-t regression models
Chib, Siddhartha - In: Economics letters 37 (1991) 4, pp. 391-397
Persistent link: https://www.econbiz.de/10001120374
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Posterior simulation and model choice in longitudinal generalized linear models
Chib, Siddhartha - 1996
Persistent link: https://www.econbiz.de/10000943118
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Bayesian analysis of multivariate count data
Chib, Siddhartha - 1998
Persistent link: https://www.econbiz.de/10000996540
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Bayes prediction in the linear model with spherically symmetric errors
Jammalamadaka, Sreenivasa Rao - In: Economics letters 1 (1987), pp. 39-44
Persistent link: https://www.econbiz.de/10001032505
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Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon; Shephard, Neil G.; Chib, Siddhartha - 1997
Persistent link: https://www.econbiz.de/10000932608
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Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha - In: Journal of econometrics 86 (1998) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
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Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon - In: The review of economic studies 65 (1998) 3, pp. 361-393
Persistent link: https://www.econbiz.de/10001244376