Limited information bayesian analysis of a structural coefficient in a simultaneous equations system

DOI10.1080/03610928508828964MaRDI QIDQ3709635zbMATH OpenOpenAlexFDO

Authors Hiroki Tsurumi

Publication date 1985

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928508828964

zbMATH Keywords

conditional posterior densitylimited information Bayesian analysismarginal posterior densityreduced form parameterssimultaneous equations systemstructural coefficientunivariate Student t

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Applications of statistics to economics (62P20)

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Cites work

• Bayesian Limited Information Analysis of the Simultaneous Equations Model
• scientific article; zbMATH DE number 3341796 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)

Cited in

(5)

• Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
• MCMC algorithms for two recent Bayesian limited information estimators
• Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables.
• Bayesian and classical approaches to instrumental variable regression
• Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market

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