Bayesian Estimation of Cost Functions with Stochastic or Exact Constraints on Parameters

DOI10.2307/2526530MaRDI QIDQ3678545zbMATH OpenOpenAlexFDO

Authors Pekka Ilmakunnas

Publication date 1985

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

Full work available at URL https://doi.org/10.2307/2526530

zbMATH Keywords

Bayesian estimationestimation of cost functionsexact constraintslinear cross-equation constraintsmultivariate regression modelstochastic constraints

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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(6)

• Comparison of alternative functional forms in production
• Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking
• scientific article; zbMATH DE number 3965160 (Why is no real title available?)
• Selecting Bayesian priors for stochastic rates using extended functional models
• Bayesian Parameter Estimation Using Periodic Cost Functions
• Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency

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