Bayes inference in the Tobit censored regression model

DOI10.1016/0304-4076(92)90030-UzbMath0742.62033MaRDI QIDQ1186049

Siddharta Chib

Publication date: 28 June 1992

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Bayes estimation; Monte Carlo procedures; censoring; Gibbs sampling; data augmentation; diffuse priors; normally distributed errors; existence of posterior moments; Laplacian approximations; symmetric multivariate-\(t\) distributions; Tobit censored regression model

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

62F15: Bayesian inference

65C99: Probabilistic methods, stochastic differential equations

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Cites Work

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