A Bayesian note on competing correlation structures in the dynamic linear regression model

S. Chib, J. Osiewalski, M.F.J. Steel

Research output: Working paperDiscussion paperOther research output

224 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Number of pages9
Volume1991-22
Publication statusPublished - 1991

Publication series

NameCentER Discussion Paper
Volume1991-22

Keywords

  • Economics

Cite this

Chib, S., Osiewalski, J., & Steel, M. F. J. (1991). A Bayesian note on competing correlation structures in the dynamic linear regression model. (CentER Discussion Paper; Vol. 1991-22). Unknown Publisher.
Chib, S. ; Osiewalski, J. ; Steel, M.F.J. / A Bayesian note on competing correlation structures in the dynamic linear regression model. Unknown Publisher, 1991. (CentER Discussion Paper).
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title = "A Bayesian note on competing correlation structures in the dynamic linear regression model",
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author = "S. Chib and J. Osiewalski and M.F.J. Steel",
note = "Pagination: 9",
year = "1991",
language = "English",
volume = "1991-22",
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Chib, S, Osiewalski, J & Steel, MFJ 1991 'A Bayesian note on competing correlation structures in the dynamic linear regression model' CentER Discussion Paper, vol. 1991-22, Unknown Publisher.

A Bayesian note on competing correlation structures in the dynamic linear regression model. / Chib, S.; Osiewalski, J.; Steel, M.F.J.

Unknown Publisher, 1991. (CentER Discussion Paper; Vol. 1991-22).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - A Bayesian note on competing correlation structures in the dynamic linear regression model

AU - Chib, S.

AU - Osiewalski, J.

AU - Steel, M.F.J.

N1 - Pagination: 9

PY - 1991

Y1 - 1991

KW - Economics

M3 - Discussion paper

VL - 1991-22

T3 - CentER Discussion Paper

BT - A Bayesian note on competing correlation structures in the dynamic linear regression model

PB - Unknown Publisher

ER -

Chib S, Osiewalski J, Steel MFJ. A Bayesian note on competing correlation structures in the dynamic linear regression model. Unknown Publisher. 1991. (CentER Discussion Paper).