Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo
type: Item
instance of: scholarly article
title: Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo
zbMATH Open document ID: 0582.62094
author: Luc Bauwens
published in: Lecture Notes in Economics and Mathematical Systems
publication date: 1984-01-01T00:00:00Z
review text: In the first chapter the linear simultaneous equations model and its likelihood function are presented. The second chapter describes Bayesian inference with an extended natural-conjugate prior density. Analytical and numerical integration methods are discussed. Chapter III considers a selection of importance functions and Chapter IV reports some numerical experiments. Appendices contain technical details, graphical results and a description of the computer programme.
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62-02
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 65D30
zbMATH DE Number: 3932264
zbMATH Keywords: integration by Monte Carlo
zbMATH Keywords: linear simultaneous equations model
zbMATH Keywords: likelihood function
zbMATH Keywords: extended natural-conjugate prior
zbMATH Keywords: selection of importance functions
zbMATH Keywords: numerical experiments
zbMATH Keywords: graphical results
zbMATH Keywords: computer programme
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 3932264