Posterior simulation and Bayes factors in panel count data models

DOI10.1016/S0304-4076(97)00108-5zbMath1041.62524OpenAlexW2114455774MaRDI QIDQ1298436

Rainer Winkelmann, Edward Greenberg, Siddhartha Chib

Publication date: 1998

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00108-5

zbMATH Keywords

Markov chain Monte CarloBayes factorPoisson regressionMetropolis-Hastings algorithmGibbs samplingImportance samplingCount dataMarginal likelihood

Mathematics Subject Classification ID

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

Related Items (18)

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• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Bayesian Analysis of Linear and Non-Linear Population Models by Using the Gibbs Sampler
• Bayes Factors

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