A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model

DOI10.1016/j.jeconom.2010.04.005zbMath1431.62295OpenAlexW2040085247WikidataQ56767484 ScholiaQ56767484MaRDI QIDQ135452

Tomohiro Ando, Arnold Zellner, Arnold Zellner, Tomohiro Ando

Publication date: November 2010

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.04.005

zbMATH Keywords

MCMCBayesian Monte Carlo techniquesBayesian multivariate analysisdirect MC methods

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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Uses Software

• bayesm

Cites Work

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