Bayesian Limited Information Analysis of the Simultaneous Equations Model
From MaRDI portal
Publication:4117283
DOI10.2307/1911544zbMath0347.62084MaRDI QIDQ4117283
Publication date: 1976
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911544
Related Items
Normalization in Econometrics, Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market, Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data, On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks, Bayesian model averaging in the instrumental variable regression model, A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches, A 1-1 poly-t random variable generator with application to Monte Carlo integration, Bayesian reduced rank regression in econometrics, A reinterpretation of the tests of overidentifying restrictions, A comparison of estimators for undersized samples, Bayesian regression analysis using poly-t densities, Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior, Sequentially adaptive Bayesian learning algorithms for inference and optimization, Importance sampling from posterior distributions using copula-like approximations, Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables., Bayesian and classical approaches to instrumental variable regression, Unnamed Item, Limited information bayesian analysis of a structural coefficient in a simultaneous equations system
