Bayesian inference in a simultaneous equation model with limited dependent variables

DOI10.1016/S0304-4076(97)00106-1MaRDI QIDQ1298420zbMATH OpenWikidataFDO

Authors Kai Li

Publication date 5 June 2001

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

Full work available at URL https://doi.org/10.1016/S0304-4076(97)00106-1

zbMATH Keywords

default studyMarkov chain Monte Carlomodel comparisonprobittobit

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to economics (62P20)

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Cites work

• A Simple Estimator for Simultaneous Models with Censored Endogenous Regressors
• An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
• Bayes Factors
• Bayes inference in the Tobit censored regression model
• Bayesian Analysis of Binary and Polychotomous Response Data
• Coherency and estimation in simultaneous models with censored or qualitative dependent variables
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
• Dummy Endogenous Variables in a Simultaneous Equation System
• Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models
• scientific article; zbMATH DE number 720675 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• Limited information estimators and exogeneity tests for simultaneous probit models
• Marginal Likelihood from the Gibbs Output
• Sampling-Based Approaches to Calculating Marginal Densities
• Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables
• The Calculation of Posterior Distributions by Data Augmentation
• The Estimation of a Simultaneous Equation Generalized Probit Model

Cited in

(13)

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• An econometric model of birth inputs and outputs for native americans.
• Heckman selection-\(t\) model: parameter estimation via the EM-algorithm
• EM Algorithm Estimation of Simultaneous Equation Model with Limited Variables: An Example of Cigarette Consumption
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• Bayesian robust inference of sample selection using selection-t models
• Estimating multiple equation hybrid models with endogenous dummy regressors*
• A Bayesian analysis of payday loans and their regulation
• Analysis of multiple-variable missing-not-at-random survey data for child lead surveillance using NHANES
• Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
• Bayesian inference in a sample selection model
• A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches

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