Proper Posteriors from Improper Priors for an Unidentified Errors-in-Variables Model

DOI10.2307/1913709zbMath0683.62069OpenAlexW2053327466MaRDI QIDQ4733275

Timothy Erickson

Publication date: 1989

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913709

zbMATH Keywords

identificationcoherencefinitely additive probabilitiesimproper priorserrors-in-variables modelleast squares estimateproper posteriorbounded prior densityimproper uniform prior

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Linear inference, regression (62J99)

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