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Bayesian full information analysis of simultaneous equations

Author

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  • DREZE, Jacques H.
  • MORALES, Juan-Antonio

Abstract

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Suggested Citation

  • DREZE, Jacques H. & MORALES, Juan-Antonio, 1976. "Bayesian full information analysis of simultaneous equations," LIDAM Reprints CORE 275, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:275
    DOI: 10.2307/2286861
    Note: In : Journal of the American Statistical Association, 71(345), 919-923, 1976
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    Cited by:

    1. Ryo Kato & Takahiro Hoshino, 2018. "Semiparametric Bayes Instrumental Variable Estimation with Many Weak Instruments," Discussion Paper Series DP2018-14, Research Institute for Economics & Business Administration, Kobe University.
    2. Karlsson, Sune, 2013. "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897, Elsevier.
    3. Bauwens, L. & Dijk, H. K., 1989. "Bayesian Limited Information Analysis Revisited," Econometric Institute Archives 272386, Erasmus University Rotterdam.
    4. Chuanming Gao & Kajal Lahiri, 2019. "A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometrics, MDPI, vol. 7(3), pages 1-28, July.
    5. Holloway, Garth J. & Hertel, Thomas W., 1991. "Comparing Hypotheses About Competition," Working Papers 225867, University of California, Davis, Department of Agricultural and Resource Economics.

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