Bayesian Inference in the Seemingly Unrelated Regressions Model

37
Geweke, J., 1988. The secular and cyclical behavior of real GDP in nineteen OECD
countries. Journal of Business and Economic Statistics 6, 479-486.
Geweke, J., 1991. Efficient simulation from the multivariate normal and student t-
distributions subject to linear constraints. In: Keramidas E.M. (ed.), Computing
Science and Statistics: Proceedings of the Twenty-third Symposium on the
Interface, Interface Foundation of North America, Fairfax, pp.571-578.
Geweke, J., Keane, M.P., Runkle, D.E., 1997. Statistical inference in the multinomial
multiperiod probit model. Journal of Econometrics. 80, 127-166.
Gilks, W.R., Richardson, S., Spielgelhalter, D.J., (Eds.), 1996. Markov Chain Monte
Carlo in Practice. Chapman and Hall, London.
Griffiths, W.E., 1999. Estimating consumer surplus: comment on using simulation
methods for Bayesian econometric models: inference development and
communication. Econometric Reviews 18, 75-88.
Griffiths, W.E., Chotikapanich, D., 1997. Bayesian methodology for imposing
inequality constraints on a linear expenditure function with demographic
factors. Australian Economic Papers 36, 321-341.
Griffiths, W.E., O’Donnell, C.J., Tan-Cruz, A., 2000. Imposing regularity conditions
on a system of cost and factor share equations. Australian Journal of
Agricultural and Resource Economics 44, 107-127.
Griffiths, W.E., Newton, L.S., O’Donnell, C.J., 2001, Predictive densities for shire
level wheat yield in Western Australia. Paper contributed to the Australian
Agricultural and Resource Economics Society Conference in Adelaide.
Griffiths, W.E., Skeels, C.J., Chotikapanich, D., 2001. Sample size requirements for
estimation in SUR models. In: Ullah, A., Wan, A., Chaturvedi, A., (Eds.),