Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models-Reference-Cited by-同舟云学术

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

Published:1995-08 Issue:2 Volume:68 Page:339-360
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Chib Siddhartha,Greenberg Edward

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference37 articles.

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