Bayesian Limited Information Analysis of the Simultaneous Equations Model

DOI10.2307/1911544MaRDI QIDQ4117283zbMATH OpenOpenAlexFDO

Authors Jacques H. Drèze

Publication date 1976

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911544

Mathematics Subject Classification ID

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

Cited in

(24)

• A 1-1 poly-t random variable generator with application to Monte Carlo integration
• Bayesian reduced rank regression in econometrics
• A reinterpretation of the tests of overidentifying restrictions
• A comparison of estimators for undersized samples
• Bayesian regression analysis using poly-t densities
• Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
• Sequentially adaptive Bayesian learning algorithms for inference and optimization
• Importance sampling from posterior distributions using copula-like approximations
• Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables.
• Bayesian and classical approaches to instrumental variable regression
• Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market
• Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
• On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
• scientific article; zbMATH DE number 3835112 (Why is no real title available?)
• Limited information bayesian analysis of a structural coefficient in a simultaneous equations system
• Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
• Bayesian Instrumental Variables: Priors and Likelihoods
• Two-Stage Bayesian Model Averaging in Endogenous Variable Models
• Bayesian model averaging in the instrumental variable regression model
• Normalization in Econometrics
• New Bayesian approach to the estimation in simultaneous equations model
• Semiparametric Bayes instrumental variable estimation with many weak instruments
• Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
• A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches

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