Weak Priors and Sharp Posteriors in Simultaneous Equation Models

DOI10.2307/1912729MaRDI QIDQ4115964zbMATH OpenOpenAlexFDO

Authors G. S. Maddala

Publication date 1976

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912729

Mathematics Subject Classification ID

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

Cited in

(6)

• Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
• Bayesian and classical approaches to instrumental variable regression
• Parameter orthogonalization and Bayesian inference with many instruments
• 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 Instrumental Variables: Priors and Likelihoods

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