A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches

Economics

Seemingly unrelated regression equation systems under diffuse stochastic prior information: A recursive analytical approach

Statistical Methods

Bayesian inference in time series

Time Series

Semi-conjugate prior densities in multivariate t regression models

Regression Analysis

A Bayesian analysis of exogeneity in models pooling time-series and cross-section data

Time Series

Bayesian marginal equivalence of elliptical regression models

Economics

Robust Bayesian inference in elliptical regression models

Bayesian Statistics

A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models

Time Series;Unit Root

Reference priors in non-normal location problems

Bayesian Statistics;Statistical Distribution

Bayesian multivariate exogeneity analysis: An application to a UK money demand equation

Money Demand