Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo
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Publication:1068503
zbMath0582.62094MaRDI QIDQ1068503
Publication date: 1984
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
numerical experimentslikelihood functionlinear simultaneous equations modelgraphical resultscomputer programmeextended natural-conjugate priorintegration by Monte Carloselection of importance functions
Applications of statistics to economics (62P20) Bayesian inference (62F15) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Numerical integration (65D30)
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