Bayesian inference in error-in-variables models

DOI10.1016/0047-259X(74)90023-2MaRDI QIDQ1213267zbMATH OpenOpenAlexFDO

Authors Jean-Pierre Florens, Michel Mouchart, Jean-Francois Richard

Publication date 1974

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(74)90023-2

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Applications of statistics to economics (62P20)

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• Are There Two Regressions?
• Bayesian Inference in Linear Relations
• Bayesian inference in error-in-variables models
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Consistent Estimates Based on Partially Consistent Observations
• Estimating structural and functional relationships
• Estimation of Regression Relationships Containing Unobservable Independent Variables
• Existence of Consistent Estimates of the Directional Parameter in a Linear Structural Relation Between Two Varibles
• Identifiability of a Linear Relation between Variables Which Are Subject to Error
• Identification in Parametric Models
• Invariant Prior Distributions
• Maximum-Likelihood Estimation of Regressions Containing Unobservable Independent Variables
• On Certain Methods of Estimating the Linear Structural Relation
• Posterior and predictive densities for simultaneous equation models
• The Fitting of Straight Lines When both Variables are Subject to Error
• The Identification of Structural Characteristics
• Three Multidimensional-integral Identities with Bayesian Applications

Cited in

(10)

• Bayesian inference for dependent elliptical measurement error models
• Normalization in point estimation
• Bayesian regression analysis using poly-t densities
• Influential observations in the functional measurement error model
• Comparison between a measurement error model and a linear model without measurement error
• Bayesian inference in error-in-variables models
• J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY
• Structural time series modeling: A Bayesian approach
• The estimation of a multivariate linear relation
• Linear relations in time series models. I

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