New Bayesian approach to the estimation in simultaneous equations model

DOI10.1134/S1995080223090421OpenAlexW4389576599MaRDI QIDQ6180959

Selma Toker, Nimet Özbay

Publication date: 22 January 2024

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080223090421

zbMATH Keywords

Tikhonov regularizationBayesian estimationprior informationmulticollinearitytwo stage least squares

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Applications of statistics (62Pxx)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A ridge-like method for simultaneous estimation of simultaneous equations
• The structure of simultaneous equations estimators
• The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
• Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach
• Improved prediction in the presence of multicollinearity
• Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator
• Investigating the two parameter analysis of Lipovetsky for simultaneous systems
• Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions
• A monte carlo study of collinearity in linear simultaneous equation models^∗
• A Monte Carlo Study of Estimates of Simultaneous Linear Structural Equations
• Simultaneous Equations Estimation Based on Principal Components of Predetermined Variables
• Estimation under Multicollinearity: A Comparative Approach Using Monte Carlo Methods
• A Comparison of Mixed and Ridge Estimators of Linear Models
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Good ridge estimators based on prior information
• Bayesian Limited Information Analysis of the Simultaneous Equations Model
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Using simulation methods for bayesian econometric models: inference, development,and communication
• Performance of Some New Ridge Regression Estimators
• Two-stage Liu estimator in a simultaneous equations model
• More on the restricted ridge regression estimation
• On Certain Small Sample Properties of k-Class Estimators
• The Restricted and Unrestricted Two-Parameter Estimators
• On the Use of Principal Components of Independent Variables in Two-Stage Least-Squares Estimation
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• A Monte Carlo Study of Alternative Estimates of the Cobb-Douglas Production Function

This page was built for publication: New Bayesian approach to the estimation in simultaneous equations model