ABSTRACT
Bayesian linear regression model are found in the classic article by Lindley and Smith (1972)
with discussion, the follow-up article with generalizations by Smith (1973), Geweke’s (1993)
exposition on t-distributed errors, and the early work by Tiao and Zellner (1964b). Else-
where Zellner and Tiao (1964) provide estimation techniques for general error models, Davis
(1978) considers the Bayesian general linear model with inequality constraints, and Pollard
(1986) gives a helpful chapter on Bayesian linear forms. A modern and very comprehensive
volume on linear model theory is given by Ravishanker and Dey (2002).
