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Bayesian Bootstrap Analysis of Systems of Equations

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  • Heckelei, Thomas
  • Mittelhammer, Ronald C.

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Suggested Citation

  • Heckelei, Thomas & Mittelhammer, Ronald C., 1996. "Bayesian Bootstrap Analysis of Systems of Equations," Discussion Papers 18786, University of Bonn, Institute for Food and Resource Economics.
    • Handle: RePEc:ags:ubfred:18786
    DOI: 10.22004/ag.econ.18786
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    File URL: https://ageconsearch.umn.edu/record/18786/files/dp960002.pdf
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    References listed on IDEAS

    as
    1. Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-1339, November.
    2. 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 127-141, April.
    3. Kloek, Tuen & van Dijk, Herman K, 1978. "Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo," Econometrica, Econometric Society, vol. 46(1), pages 1-19, January.
    4. 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.
    5. 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. Grigory Franguridi, 2014. "Higher order conditional moment dynamics and forecasting value-at-risk (in Russian)," Quantile, Quantile, issue 12, pages 69-82, February.
    2. von Lampe, Martin, 1998. "The World Agricultural Trade Simulation System WATSIM: An Overview," Discussion Papers 18788, University of Bonn, Institute for Food and Resource Economics.
    3. von Lampe, Martin, 1998. "Veranderung von Einkommenselastizitaten im Verlauf der wirtschaftlichen Entwicklung - Problematik und Umsetzung im WATSIM," Discussion Papers 18780, University of Bonn, Institute for Food and Resource Economics.

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