A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (Q135452): Difference between revisions

Newer edit →

@@ Property / publication date @@
+August 2016Timestamp +2016-08-04T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2016-08-04T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / publication date: 4 August 2016 / rank @@
+Normal rank
@@ Property / author @@
+Arnold Zellner
@@ Property / author: Arnold Zellner / rank @@
+Normal rank
@@ Property / author @@
+Tomohiro Ando
@@ Property / author: Tomohiro Ando / rank @@
+Normal rank
@@ Property / title @@
+A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62295
@@ Property / zbMATH Open document ID: 1431.62295 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+-08
@@ Property / Mathematics Subject Classification ID: 62-08 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C40
@@ Property / Mathematics Subject Classification ID: 65C40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6609319
@@ Property / zbMATH DE Number: 6609319 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian multivariate analysis
@@ Property / zbMATH Keywords: Bayesian multivariate analysis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian Monte Carlo techniques
@@ Property / zbMATH Keywords: Bayesian Monte Carlo techniques / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+MCMC
@@ Property / zbMATH Keywords: MCMC / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+direct MC methods
@@ Property / zbMATH Keywords: direct MC methods / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q56767484
@@ Property / Wikidata QID: Q56767484 / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+bayesm
@@ Property / describes a project that uses: bayesm / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2010.04.005
+Normal rank
@@ Property / OpenAlex ID @@
+W2040085247
@@ Property / OpenAlex ID: W2040085247 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
+Normal rank
@@ Property / cites work @@
+Hierarchical Bayesian analysis of the seemingly unrelated regression and simultaneous equations models using a combination of direct Monte Carlo and importance sampling techniques
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of a three-component hierarchical design model
+Normal rank
@@ Property / cites work @@
+Seemingly Unrelated Measurement Error Models, with Application to Nutritional Epidemiology
+Normal rank
@@ Property / cites work @@
+Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
+Normal rank
@@ Property / cites work @@
+Highly accurate likelihood analysis for the seemingly unrelated regression problem
+Normal rank
@@ Property / cites work @@
+Seemingly unrelated nonlinear regressions
@@ Property / cites work: Seemingly unrelated nonlinear regressions / rank @@
+Normal rank
@@ Property / cites work @@
+Inference from iterative simulation using multiple sequences
+Normal rank
@@ Property / cites work @@
+Contemporary Bayesian Econometrics and Statistics
@@ Property / cites work: Contemporary Bayesian Econometrics and Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation Run Length Control in the Presence of an Initial Transient
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
+Normal rank
@@ Property / cites work @@
+An invariant form for the prior probability in estimation problems
+Normal rank
@@ Property / cites work @@
+Q5726065
@@ Property / cites work: Q5726065 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996274
@@ Property / cites work: Q3996274 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
+Normal rank
@@ Property / cites work @@
+On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions
+Normal rank
@@ Property / cites work @@
+On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model
+Normal rank
@@ Property / cites work @@
+Q5200700
@@ Property / cites work: Q5200700 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient estimation of two seemingly unrelated regression equations
+Normal rank
@@ Property / cites work @@
+Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
+Normal rank
@@ Property / cites work @@
+A Bayesian analysis of the multinomial probit model with fully identified parameters
+Normal rank
@@ Property / cites work @@
+R<sup>2</sup> in Seemingly Unrelated Regression Equations
+Normal rank
@@ Property / cites work @@
+Robust Bayesian inference for seemingly unrelated regressions with elliptical errors
+Normal rank
@@ Property / cites work @@
+Multivariate stable distributions
@@ Property / cites work: Multivariate stable distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Statistics and Marketing
@@ Property / cites work: Bayesian Statistics and Marketing / rank @@
+Normal rank
@@ Property / cites work @@
+Detecting Initialization Bias in Simulation Output
+Normal rank
@@ Property / cites work @@
+Nonparametric seemingly unrelated regression
@@ Property / cites work: Nonparametric seemingly unrelated regression / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Measures of Model Complexity and Fit
@@ Property / cites work: Bayesian Measures of Model Complexity and Fit / rank @@
+Normal rank
@@ Property / cites work @@
+EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
+Normal rank
@@ Property / cites work @@
+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
+Normal rank
@@ Property / cites work @@
+Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
+Normal rank
@@ Property / cites work @@
+Q5659019
@@ Property / cites work: Q5659019 / rank @@
+Normal rank
@@ Property / cites work @@
+A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
+Normal rank
@@ Property / cites work @@
+Q2783450
@@ Property / cites work: Q2783450 / rank @@
+Normal rank
@@ Property / cites work @@
+Gibbs Sampler Convergence Criteria
@@ Property / cites work: Gibbs Sampler Convergence Criteria / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:135452