Bayesian reduced rank regression in econometrics

DOI10.1016/0304-4076(95)01773-9zbMath0864.62083OpenAlexW4214831468MaRDI QIDQ1126468

John F. Geweke

Publication date: 19 January 1997

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

Full work available at URL: https://doi.org/10.21034/wp.540

zbMATH Keywords

capital asset pricing modelregression modelsMarkov chain sampling algorithmnoninformative reference priorspredictive odds ratiosreduced rank regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

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