Seemingly unrelated regression equation systems under diffuse stochastic prior information: A recursive analytical approach
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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1988-5.Length:
Date of creation: 1988
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Handle: RePEc:dgr:kubcen:19885
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Web page: http://center.uvt.nl
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References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K., 1988.
"Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods,"
Journal of Econometrics,
Elsevier, vol. 38(1-2), pages 39-72.
- 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.
- ZELLNER, A. & BAUWENS, Luc & VAN DIJK, H., 1987. "Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods," CORE Discussion Papers 1987056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Richard, J. F. & Steel, M. F. J., 1988. "Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 7-37.
- Geweke, John, 1988. "Antithetic acceleration of Monte Carlo integration in Bayesian inference," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 73-89.
- 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.
- Richard, J. -F. & Tompa, H., 1980. "On the evaluation of poly-t density functions," Journal of Econometrics, Elsevier, vol. 12(3), pages 335-351, April.
- Dreze, Jacques H., 1977. "Bayesian regression analysis using poly-t densities," Journal of Econometrics, Elsevier, vol. 6(3), pages 329-354, November.
- Dreze, Jacques H. & Richard, Jean-Francois, 1983. "Bayesian analysis of simultaneous equation systems," Handbook of Econometrics, in: Z. Griliches†& M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 9, pages 517-598 Elsevier.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Steel, M.F.J., 1989.
"A Bayesian Analysis Of Simultaneous Equation Models By Combining Recursive Analytical And Numerical Approaches,"
Papers
8908, Tilburg - Center for Economic Research.
- Steel, Mark F. J., 1991. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 83-117.
- Steel, M.F.J., 1989. "A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches," Discussion Paper 1989-8, Tilburg University, Center for Economic Research.
- Steel, M.F.J., 1989.
"Weak Exogeneity In Misspecified Sequential Models,"
Papers
8942, Tilburg - Center for Economic Research.
- Steel, M.F.J., 1989. "Weak exogeneity in misspecified sequential models," Discussion Paper 1989-42, Tilburg University, Center for Economic Research.
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