Accounting for model uncertainty in seemingly unrelated regressions

Journal of Computational and Graphical Statistics

Volumn 11, Issue 3, 2002, Pages 533-551

  Holmes, C C ^a   Denison, D G T ^a   Mallick, B K ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Bayesian model choice; Markov chain Monte Carlo; Multivariate regression; Vector autoregression

Indexed keywords

EID: 0036749870     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186002475     Document Type: Article

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