Learning about the across-regime correlation in switching regression models

DOI10.1016/S0304-4076(96)00009-7zbMATH Open0908.62116OpenAlexW2091328584MaRDI QIDQ1362497FDOQ1362497

Gary Koop, Dale J. Poirier

Publication date: 12 August 1997

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(96)00009-7

zbMATH Keywords

identificationGibbs samplerRoy model

Mathematics Subject Classification ID

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

Cites Work

• Markov chains for exploring posterior distributions. (With discussion)
• Posterior distribution for the multiple correlation coefficient with fixed regressors
• Measuring the unidentified parameter of the extended Roy model of selectivity

Cited In (11)

• Bayesian inference in a sample selection model with multiple selection rules
• Treatment Effects: A Bayesian Perspective
• Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
• Analysis of treatment response data without the joint distribution of potential outcomes
• Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
• Self-selection and direct estimation of across-regime correlation parameter
• Bayesian analysis of cross-section and clustered data treatment models
• Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: An application to the demand for healthcare
• Bayesian robust inference of sample selection using selection-\(t\) models
• Bayesian inference in a sample selection model
• A Bayesian analysis of the multinomial probit model with fully identified parameters

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