Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables.
type: Item
instance of: scholarly article
title: Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables.
zbMATH Open document ID: 1099.62509
DOI: 10.1016/S0304-4076(02)00106-9
author: John C. Chao
author: Peter C. B. Phillips
published in: Journal of Econometrics
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 1891723
zbMATH Keywords: Confluent hypergeometric function
zbMATH Keywords: Jeffreys prior
zbMATH Keywords: Laplace approximation
zbMATH Keywords: Posterior distribution
zbMATH Keywords: Simultaneous equations model
zbMATH Keywords: Zonal polynomials
describes a project that uses: AS 94
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1891723