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Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market - MaRDI portal

Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market (Q274903)

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scientific article; zbMATH DE number 6573052
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English
Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market
scientific article; zbMATH DE number 6573052

    Statements

    Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market (English)
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    25 April 2016
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    limited information Bayesian estimation
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    exogeneity
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    identifying restrictions
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    MCMC algorithms
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    U.S. gasoline market
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