Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo
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.
scientific article; zbMATH DE number 3932264