Bayesian inference in a simultaneous equation model with limited dependent variables

DOI10.1016/S0304-4076(97)00106-1zbMath0961.62022WikidataQ127293716 ScholiaQ127293716MaRDI QIDQ1298420

Kai Li

Publication date: 5 June 2001

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

zbMATH Keywords

Markov chain Monte Carloprobitmodel comparisontobitdefault study

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

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Cites Work

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