Bayesian Limited Information Analysis of the Simultaneous Equations Model
From MaRDI portal
Publication:4117283
DOI10.2307/1911544zbMath0347.62084OpenAlexW2087047240MaRDI QIDQ4117283
Publication date: 1976
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911544
Related Items (22)
Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market ⋮ 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 ⋮ Limited information bayesian analysis of a structural coefficient in a simultaneous equations system ⋮ Normalization in Econometrics ⋮ Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo ⋮ Bayesian Instrumental Variables: Priors and Likelihoods ⋮ Two-Stage Bayesian Model Averaging in Endogenous Variable Models ⋮ Bayesian reduced rank regression in econometrics ⋮ A reinterpretation of the tests of overidentifying restrictions ⋮ Unnamed Item ⋮ A comparison of estimators for undersized samples ⋮ New Bayesian approach to the estimation in simultaneous equations model ⋮ Sequentially adaptive Bayesian learning algorithms for inference and optimization ⋮ Importance sampling from posterior distributions using copula-like approximations ⋮ Bayesian model averaging in the instrumental variable regression model ⋮ Bayesian regression analysis using poly-t densities ⋮ A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches ⋮ Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior ⋮ A 1-1 poly-t random variable generator with application to Monte Carlo integration ⋮ Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables. ⋮ Bayesian and classical approaches to instrumental variable regression
This page was built for publication: Bayesian Limited Information Analysis of the Simultaneous Equations Model
