Bayesian inference in a simultaneous equation model with limited dependent variables
From MaRDI portal
Publication:1298420
DOI10.1016/S0304-4076(97)00106-1zbMath0961.62022WikidataQ127293716 ScholiaQ127293716MaRDI QIDQ1298420
Publication date: 5 June 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)
Related Items (9)
Bayesian robust inference of sample selection using selection-\(t\) models ⋮ EM Algorithm Estimation of Simultaneous Equation Model with Limited Variables: An Example of Cigarette Consumption ⋮ A Bayesian analysis of payday loans and their regulation ⋮ Estimating multiple equation hybrid models with endogenous dummy regressors* ⋮ Heckman selection-\(t\) model: parameter estimation via the EM-algorithm ⋮ 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 ⋮ Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: An application to the demand for healthcare ⋮ An econometric model of birth inputs and outputs for native americans.
Cites Work
- Unnamed Item
- Unnamed Item
- Limited information estimators and exogeneity tests for simultaneous probit models
- Bayes inference in the Tobit censored regression model
- Coherency and estimation in simultaneous models with censored or qualitative dependent variables
- Marginal Likelihood from the Gibbs Output
- Sampling-Based Approaches to Calculating Marginal Densities
- An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
- The Calculation of Posterior Distributions by Data Augmentation
- Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models
- Dummy Endogenous Variables in a Simultaneous Equation System
- The Estimation of a Simultaneous Equation Generalized Probit Model
- Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables
- Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
- Bayes Factors
- A Simple Estimator for Simultaneous Models with Censored Endogenous Regressors
- Bayesian Analysis of Binary and Polychotomous Response Data
This page was built for publication: Bayesian inference in a simultaneous equation model with limited dependent variables