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Bayesian bootstrap multivariate regression

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  • Heckelei, Thomas
  • Mittelhammer, Ron C.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 112 (2003)
Issue (Month): 2 (February)
Pages: 241-264

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Handle: RePEc:eee:econom:v:112:y:2003:i:2:p:241-264

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Web page: http://www.elsevier.com/locate/jeconom

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References

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  1. Zellner, Arnold & Highfield, Richard A., 1988. "Calculation of maximum entropy distributions and approximation of marginalposterior distributions," Journal of Econometrics, Elsevier, vol. 37(2), pages 195-209, February.
  2. Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
  3. Zellner, A. & Bauwnes, L. & Van Dijk, H.K., 1988. "Bayesian Specification Analysis And Estimation Of Simultaneous Equation Models Using Monte Carlo Methods," Papers m8804, Southern California - Department of Economics.
  4. Ryu, Hang K., 1993. "Maximum entropy estimation of density and regression functions," Journal of Econometrics, Elsevier, vol. 56(3), pages 397-440, April.
  5. Geweke, John, 1986. "Exact Inference in the Inequality Constrained Normal Linear Regression Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 127-41, April.
  6. Jean-Marie Dufour, 1997. "Some Impossibility Theorems in Econometrics with Applications to Structural and Dynamic Models," Econometrica, Econometric Society, vol. 65(6), pages 1365-1388, November.
  7. Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-39, November.
  8. Zellner, Arnold, 1998. "The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 185-212.
  9. van Dijk, H. K. & Kloek, T., 1980. "Further experience in Bayesian analysis using Monte Carlo integration," Journal of Econometrics, Elsevier, vol. 14(3), pages 307-328, December.
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Cited by:
  1. Wu, Ximing, 2010. "Exponential Series Estimator of multivariate densities," Journal of Econometrics, Elsevier, vol. 156(2), pages 354-366, June.
  2. Xi, Jing & Heckelei, Thomas & Mittelhammer, Ronald C., 2003. "Semiparametric Bayesian Analysis Of Simultaneous Systems With An Application To Japanese Meat Demand," 2003 Annual meeting, July 27-30, Montreal, Canada 22210, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  3. Heckelei, Thomas & Mittelhammer, Ronald C., 2002. "Simultaneous Equations Bayesian Bootstrap," 2002 Annual meeting, July 28-31, Long Beach, CA 19873, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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