Bayesian Variable Selection for the Seemingly Unrelated Regression Models with a Large Number of Predictors
Author:
Affiliation:
1. Graduate School of Business Administration, Keio University
Publisher
The Japan Statistical Society
Link
https://www.jstage.jst.go.jp/article/jjss/41/2/41_187/_pdf
Reference32 articles.
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3. (3)Fraser, D. A. S., Rekkas, M. and Wong, A. (2005). Highly accurate likelihood analysis for the seemingly unrelated regression problem, J. Econom., 127, 17–33.
4. (4)Gallant, R. (1975). Seemingly unrelated nonlinear regressions, J. Econom., 3, 35–50.
5. (5)Geweke, J. (2005). Contemporary Bayesian Econometrics and Statistics, Wiley, New York.
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