Comment: Bayesian multinomial probit models with a normalization constraint

DOI10.1016/S0304-4076(00)00035-XzbMath1075.62539MaRDI QIDQ1841192

Agostino Nobile

Publication date: 8 January 2003

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

zbMATH Keywords

IdentificationWishart distributionInverted Wishart distribution

Mathematics Subject Classification ID

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

Related Items (10)

Sequential Monte Carlo EM for multivariate probit models ⋮ Estimation, Learning and Parameters of Interest in a Multiple Outcome Selection Model ⋮ A Bayesian analysis of payday loans and their regulation ⋮ A Bayesian analysis of the multinomial probit model using marginal data augmentation ⋮ Bayesian first order auto-regressive latent variable models for multiple binary sequences ⋮ A Bayesian multinomial probit model for the analysis of panel choice data ⋮ Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: An application to the demand for healthcare ⋮ Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models ⋮ Modelling the Evolution of Distributions: An Application to Major League Baseball ⋮ Assessment of Athens's Metro Passenger Behaviour Via a Multiranked Probit Model

Uses Software

• AS 53

Cites Work

• Unnamed Item
• A Bayesian analysis of the multinomial probit model with fully identified parameters
• The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models

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