This paper introduces a semi-parametric bootstrapping approach to Bayesian analysis of structural parameters in simultaneous equation systems that extends the single and multivariate regression approaches of Heckelei and Mittelhammer (1996, 2002) to models with endogenous regressors. Monte Carlo evidence demonstrated the considerable accuracy of the procedure in approximating posterior distributions, even for small sample sizes.
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Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 2002 Annual meeting, July 28-31, Long Beach, CA with number
19873.
Length: Date of creation: 2002 Date of revision: Handle: RePEc:ags:aaea02:19873
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