Bayesian inference in regression with Pearson disturbances
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References listed on IDEAS
- Hansen, Christian & McDonald, James B. & Newey, Whitney K., 2010.
"Instrumental Variables Estimation With Flexible Distributions,"
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More about this item
KeywordsPearson distributions; Likelihood function; Posterior distribution; MCMC; Bayesian inference;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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