Bayesian reduced rank regression in econometrics

DOI10.21034/wp.540 10.1016/0304-4076(95)01773-9; 10.21034/wp.540zbMath0864.62083OpenAlexW4214831468MaRDI QIDQ1126468

Publication date: 19 January 1997

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

Full work available at URL: https://doi.org/10.21034/wp.540

zbMATH Keywords

capital asset pricing model regression models Markov chain sampling algorithm noninformative reference priors predictive odds ratios reduced rank regression model

Mathematics Subject Classification ID

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

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