Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market

DOI10.1016/J.JECONOM.2005.03.008zbMath1345.62052OpenAlexW1980034384MaRDI QIDQ274903

Hiroki Tsurumi, Stanislav Radchenko

Publication date: 25 April 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.03.008

zbMATH Keywords

MCMC algorithmsexogeneityidentifying restrictionslimited information Bayesian estimationU.S. gasoline market

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Economic time series analysis (91B84)

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