A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches

DOI10.1016/0304-4076(91)90033-AzbMath0722.62072MaRDI QIDQ756350

Mark F. J. Steel

Publication date: 1991

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

zbMATH Keywords

numerical stabilityMonte Carlo integrationhybrid methodsimultaneous equation modelsunifying frameworkKlein's model Ipoly-t based methods

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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