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dc.contributor.authorGriffiths, William E.en_US
dc.date.accessioned2014-05-22T09:40:16Z
dc.date.available2014-05-22T09:40:16Z
dc.date.issued2001-04en_US
dc.date.submitted2002-08-21en_US
dc.identifier.citationGriffiths, William E. (2001) Bayesian inference in the seemingly unrelated regressions model.en_US
dc.identifier.isbn0734024487en_US
dc.identifier.urihttp://hdl.handle.net/11343/33629
dc.descriptionISBN 0734024487,Working paper 793.en_US
dc.description.abstractZellner's idea of combining several equations into one model to improve estimation efficiency (Zellner 1962) ranks as one of the most successful and lasting innovations in the history of econometrics. The resulting seemingly unrelated regressions (SUR)model has generated a wealth of both theoretical and empirical contributions. With the recent explosion of literature on MCMC techniques, Bayesian inference in the SUR model has become a practical reality. However, it is the author's view that, prior to the writing of this chapter, the relevant results have not been collected and summarised in a form convenient for applied researchers to implement. It is my hope this chapter will facilitate and motivate many more applications of Bayesian inference in the SUR men_US
dc.formatapplication/pdfen_US
dc.languageengen_US
dc.relation.isversionofhttp://www.economics.unimelb.edu.au/research/workingpapers/wp00_01/793.pdfen_US
dc.subjectbayesian inferenceen_US
dc.subjectSUR modelen_US
dc.subjectseemingly unrelated regressions modelen_US
dc.titleBayesian inference in the seemingly unrelated regressions modelen_US
dc.typePreprinten_US
melbourne.peerreviewNon Peer Revieweden_US
melbourne.affiliation.departmentEconomics and Commerce: Department of Economicsen_US
melbourne.source.month04en_US
melbourne.elementsidNA
melbourne.contributor.authorGriffiths, William
melbourne.accessrightsOpen Access


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