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Bayesian Specification Analysis And Estimation Of Simultaneous Equation Models Using Monte Carlo Methods

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Author Info
ZELLNER, A.
BAUWNES, L.
VAN DIJK, H.K.

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Paper provided by Southern California - Department of Economics in its series Papers with number m8804.

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Length: 45 pages
Date of creation: 1988
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Handle: RePEc:fth:socaec:m8804

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Keywords: econometric models;

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  1. 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!]
  2. Scott E. Atkinson & Jeffrey H. Dorfman, 2009. "Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 675-697. [Downloadable!]
  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. H.K. Van Dijk, 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Report 263, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  5. 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!]
  6. Atkinson, Scott E. & Dorfman, Jeffrey H., 2005. "Feasible Estimation of Firm-Specific Allocative Inefficiency through Bayesian Numerical Methods," 2005 Annual meeting, July 24-27, Providence, RI 19402, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  7. HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks," CORE Discussion Papers 2005029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    Other versions:
  8. 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:
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