The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches

DOI10.1016/S0304-4076(97)00069-9zbMath0888.62119OpenAlexW2003417169MaRDI QIDQ1377312

Arnold Zellner

Publication date: 21 April 1998

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00069-9

zbMATH Keywords

simultaneous equations modelsBayesian method of momentsBayes-non-Bayes comparison of estimatorsfinite sample estimation proceduresminimum expected loss estimationMOM

Mathematics Subject Classification ID

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

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