Limited Information Analysis of a Small Underidentified Macroeconomic Model

DOI10.2307/2526287zbMath0469.62095OpenAlexW2044121083MaRDI QIDQ3923487

Nicholas M. Kiefer

Publication date: 1981

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526287

zbMATH Keywords

simultaneous equations modelsBayesian limited-information analysisunderidentified macroeconomic model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian problems; characterization of Bayes procedures (62C10)

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Further experience in Bayesian analysis using Monte Carlo integration

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