Bayesian-analysis of Systems of Seemingly Unrelated Regression Equations Under a Recursive Extended Natural Conjugate Prior Density

Richard, JF., & Steel, MFJ. (1988). Bayesian-analysis of Systems of Seemingly Unrelated Regression Equations Under a Recursive Extended Natural Conjugate Prior Density. Journal of Econometrics, 38(1-2), 7-37. https://doi.org/10.1016/0304-4076(88)90025-5 (Original work published 1988)