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

Chib, Siddhartha, Greenberg, Edward . Journal of Econometrics 1995. 68 :339-360

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Bibtex

@article{CIS-126813,
  Author = {Chib, Siddhartha and Greenberg, Edward},
  Title = {Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models},
  Journal = {Journal of Econometrics},
  Volume = {68},
  Year = {1995},
  Pages = {339--360},
  Keywords = {Markov chain, Monte Carlo, Vector autoregression}
}

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