Bayesian local influence analysis: with an application to stochastic frontiers

DOI10.1016/j.econlet.2018.02.005zbMath1401.62038OpenAlexW2788140844MaRDI QIDQ1787424

Mike G. Tsionas

Publication date: 5 October 2018

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

Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/123481/1/paperBLIND.pdf

zbMATH Keywords

Bayesian analysisMarkov chain Monte Carlomarginal likelihoodlocal influenceposterior moments

Mathematics Subject Classification ID

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

Cites Work

• On the use of panel data in stochastic frontier models with improper priors
• Local influence analysis of stochastic frontier estimation: a case-weights perturbation approach
• Robust Bayesian analysis: sensitivity to the prior
• Bayesian influence analysis: a geometric approach
• Stochastic Frontier Analysis
• Bayes Factors
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

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