Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo (Q1068503)
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scientific article; zbMATH DE number 3932264
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| English | Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo |
scientific article; zbMATH DE number 3932264 |
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Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo (English)
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1984
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In the first chapter the linear simultaneous equations model and its likelihood function are presented. The second chapter describes Bayesian inference with an extended natural-conjugate prior density. Analytical and numerical integration methods are discussed. Chapter III considers a selection of importance functions and Chapter IV reports some numerical experiments. Appendices contain technical details, graphical results and a description of the computer programme.
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integration by Monte Carlo
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linear simultaneous equations model
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likelihood function
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extended natural-conjugate prior
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selection of importance functions
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numerical experiments
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graphical results
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computer programme
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0.8862600922584534
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0.8191651105880737
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0.8134272694587708
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0.7990849614143372
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