A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
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References listed on IDEAS
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- 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.
- Bauwens, Luc & Richard, Jean-Francois, 1985.
"A 1-1 poly-t random variable generator with application to Monte Carlo integration,"
Journal of Econometrics,
Elsevier, vol. 29(1-2), pages 19-46.
- BAUWENS, Luc & RICHARD, Jean-François, "undated". "A 1-1 poly-t random variable generator with application to Monte Carlo integration," CORE Discussion Papers RP 644, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- Poirier, Dale J, 1988. "Frequentist and Subjectivist Perspectives on the Problems of Model Building in Economics," Journal of Economic Perspectives, American Economic Association, vol. 2(1), pages 121-144, Winter.
- Naylor, J. C. & Smith, A. F. M., 1988. "Econometric illustrations of novel numerical integration strategies for Bayesian inference," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 103-125. Full references (including those not matched with items on IDEAS)