Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models

1995/08/01 by Siddhartha Chib, Edward Greenberg · 1 citation
Decision Sciences · Mathematics · #Forecasting Techniques and Applications #Statistical Methods and Bayesian Inference #Statistical Methods and Inference

paper · doi:10.1016/0304-4076(94)01653-h

crossref issued 1995/08/01 · crossref published 1995/08/01 · crossref published-print 1995/08/01 · openalex publication_date 1995/08/01 · crossref created 2003/05/13 · crossref deposited 2024/12/05 · openalex created_date 2025/10/10 · crossref indexed 2026/07/16 · openalex updated_date 2026/07/23

Citations

• Bayesian Analysis of Binary and Polychotomous Response Data
• On Gibbs sampling for state space models
• Inference from Iterative Simulation Using Multiple Sequences
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach

Cited by

• Siddhartha Chib [wikipedia]