Weak Priors and Sharp Posteriors in Simultaneous Equation Models

DOI10.2307/1912729zbMath0346.62078OpenAlexW1969492313MaRDI QIDQ4115964

G. S. Maddala

Publication date: 1976

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912729

Mathematics Subject Classification ID

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

Related Items

Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data ⋮ On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks ⋮ Bayesian Instrumental Variables: Priors and Likelihoods ⋮ Parameter orthogonalization and Bayesian inference with many instruments ⋮ Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior ⋮ Bayesian and classical approaches to instrumental variable regression