MCMC algorithms for two recent Bayesian limited information estimators

DOI10.1016/S0165-1765(99)00204-9zbMath1079.62556WikidataQ127564610 ScholiaQ127564610MaRDI QIDQ1606418

Kajal Lahiri, Chuanming Gao

Publication date: 1 September 2002

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Gibbs samplerMetropolis-Hastings algorithmJeffreys priorEndogeneity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Uses Software

• Gibbsit

Cites Work

• Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
• Monte Carlo sampling methods using Markov chains and their applications
• Unnamed Item
• Unnamed Item

This page was built for publication: MCMC algorithms for two recent Bayesian limited information estimators