Bayes inference in the Tobit censored regression model

DOI10.1016/0304-4076(92)90030-UzbMath0742.62033MaRDI QIDQ1186049

Publication date: 28 June 1992

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

Bayes estimation Monte Carlo procedures censoring Gibbs sampling data augmentation diffuse priors normally distributed errors existence of posterior moments Laplacian approximations symmetric multivariate-\(t\) distributions Tobit censored regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

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