New Bayesian approach to the estimation in simultaneous equations model

DOI10.1134/S1995080223090421MaRDI QIDQ6180959zbMATH OpenOpenAlexFDO

Authors Selma Toker, Nimet Özbay

Publication date 22 January 2024

Published in Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1995080223090421

zbMATH Keywords

multicollinearityTikhonov regularizationprior informationBayesian estimationtwo stage least squares

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Parametric inference (62Fxx) Linear inference, regression (62Jxx)

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