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Bayesian analysis of simultaneous equation systems

In: Handbook of Econometrics

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Dreze, Jacques H.
Richard, Jean-Francois

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This chapter was published in: Z. Griliches† & M. D. Intriligator (ed.) Handbook of Econometrics, , chapter 09, pages 517-598, 1983.

This item is provided by Elsevier in its series Handbook of Econometrics with number 1-09.

Handle: RePEc:eee:ecochp:1-09

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This chapter was published in the following book, which is listed on IDEAS:
Z. Griliches† & M. D. Intriligator (ed.), 1983. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 1, number 1, September. [Downloadable!] (restricted)
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Find related papers by JEL classification:
C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other

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  1. John C. Chao & Peter C.B. Phillips, 1996. "Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior," Cowles Foundation Discussion Papers 1137, Cowles Foundation, Yale University. [Downloadable!]
  2. Chuanming Gao & Kajal Lahiri, 2000. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometric Society World Congress 2000 Contributed Papers 0230, Econometric Society. [Downloadable!]
    Other versions:
  3. Stanislav Radchenko, 2004. "Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market," Econometrics 0408001, EconWPA. [Downloadable!]
    Other versions:
  4. John C. Robertson & Ellis W. Tallman, 1999. "Improving forecasts of the federal funds rate in a policy model," Working Paper 99-3, Federal Reserve Bank of Atlanta. [Downloadable!]
  5. Elisa Keller, 2007. "Classical and Bayesian Methods for the VAR Analysis: International Comparisons," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 149-202, November-. [Downloadable!]
  6. Kleibergen, Frank & Dijk, Herman K. van, 1996. "Bayesian simultaneous equations analysis using reduced rank structures," Econometric Institute Report 47, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
  7. Holloway, Garth John, 2000. "Excise Taxes And Commodity Promotion: Bayesian Retrieval Of The Optimum," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 18(2). [Downloadable!]
  8. Gorui Bian, 1997. "Bayesian inference in location-scale distributions with independent bivariate priors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 6(1), pages 137-157, June. [Downloadable!] (restricted)
  9. John C. Chao & Peter C.B. Phillips, 1998. "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Cowles Foundation Discussion Papers 1198, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  10. John C. Robertson & Ellis W. Tallman, 1999. "Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models," Working Paper 99-13, Federal Reserve Bank of Atlanta. [Downloadable!]
  11. Dale J. Poirier & Gary Koop & Justin Tobias, 2005. "Semiparametric Bayesian inference in multiple equation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 723-747. [Downloadable!]
    Other versions:
  12. H.K. Van Dijk, 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Report 263, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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