Limited information bayesian analysis of a structural coefficient in a simultaneous equations system

DOI10.1080/03610928508828964zbMath0585.62063OpenAlexW2069058555MaRDI QIDQ3709635

Hiroki Tsurumi

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508828964

zbMATH Keywords

reduced form parameterssimultaneous equations systemconditional posterior densitymarginal posterior densitylimited information Bayesian analysisstructural coefficientunivariate Student t

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Exact distribution theory in statistics (62E15)

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Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market, Bayesian and classical approaches to instrumental variable regression

Cites Work

• Bayesian Limited Information Analysis of the Simultaneous Equations Model
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