IDEAS home Printed from https://ideas.repec.org/a/eee/reecon/v58y2004i2p135-157.html
   My bibliography  Save this article

Testing restrictions in hierarchical normal data models using Gibbs sampling

Author

Listed:
  • Ciccarelli, Matteo

Abstract

No abstract is available for this item.

Suggested Citation

  • Ciccarelli, Matteo, 2004. "Testing restrictions in hierarchical normal data models using Gibbs sampling," Research in Economics, Elsevier, vol. 58(2), pages 135-157, June.
    • Handle: RePEc:eee:reecon:v:58:y:2004:i:2:p:135-157
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S1090-9443(04)00015-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Sims, Christopher A., 1988. "Bayesian skepticism on unit root econometrics," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 463-474.
    2. Frank Schorfheide, 2000. "Loss function-based evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 645-670.
    3. Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July.
    4. Blundell, Richard & Bond, Stephen, 1998. "Initial conditions and moment restrictions in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 87(1), pages 115-143, August.
    5. Sims, Christopher A., 2000. "Using a likelihood perspective to sharpen econometric discourse: Three examples," Journal of Econometrics, Elsevier, vol. 95(2), pages 443-462, April.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Matteo Ciccarelli, 2001. "Testing Restrictions In Normal Data Models Using Gibbs Sampling," Working Papers. Serie AD 2001-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    2. Huy Quang Doan, 2019. "Trade, Institutional Quality and Income: Empirical Evidence for Sub-Saharan Africa," Economies, MDPI, vol. 7(2), pages 1-23, May.
    3. Carlo Altavilla & Floro E. Caroleo, 2006. "Evaluating the Dynamic Effects of Active Labour Policies in Italy," LABOUR, CEIS, vol. 20(2), pages 349-382, June.
    4. Alvarez, Javier & Arellano, Manuel, 2022. "Robust likelihood estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 226(1), pages 21-61.
    5. Engelbert Stockhammer & Rafael Wildauer, 2016. "Debt-driven growth? Wealth, distribution and demand in OECD countries," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 40(6), pages 1609-1634.
    6. Wahidin, Deni & Akimov, Alexandr & Roca, Eduardo, 2021. "The impact of bond market development on economic growth before and after the global financial crisis: Evidence from developed and developing countries," International Review of Financial Analysis, Elsevier, vol. 77(C).
    7. Michał Brzoza-Brzezina & Jacek Kotłowski & Kamil Wierus, 2015. "Can interest rate spreads stabilize the euro area?," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3696-3709, July.
    8. Aikaterina Oikonomou & Michael Polemis & Symeoni-Eleni Soursou, 2021. "International Environmental Agreements and CO 2 Emissions: Fresh Evidence from 11 Polluting Countries," JRFM, MDPI, vol. 14(7), pages 1-13, July.
    9. Angela Luci-Greulich & Olivier Thévenon, 2013. "The Impact of Family Policies on Fertility Trends in Developed Countries," European Journal of Population, Springer;European Association for Population Studies, vol. 29(4), pages 387-416, November.
    10. Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel Voia, 2019. "Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Annals of Economics and Statistics, GENES, issue 134, pages 79-108.
    11. Patrizio Pagano, 2004. "An empirical investigation of the relationship between inequality and growth," Temi di discussione (Economic working papers) 536, Bank of Italy, Economic Research and International Relations Area.
    12. Victor Barros & Joao Tovar Jalles & Joaquim Miranda Sarmento, 2023. "Drivers of the Tax Effort: Evidence from a Large Panel," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(1), pages 96-136, March.
    13. Jean-Pierre Allegret & Sana Azzabi, 2014. "Intégration financière internationale et croissance économique dans les pays émergents et en développement : le canal du développement financier," Revue d’économie du développement, De Boeck Université, vol. 22(3), pages 27-68.
    14. Lanzafame, Matteo & Nogueira, Reginaldo, 2013. "Inflation targeting and interest rates," MPRA Paper 46153, University Library of Munich, Germany.
    15. Aiyar, Shekhar & Calomiris , Charles W & Wieladek, Tomasz, 2012. "Does macropru leak? Evidence from a UK policy experiment," Bank of England working papers 445, Bank of England.
    16. Mesters, G. & Koopman, S.J., 2014. "Generalized dynamic panel data models with random effects for cross-section and time," Journal of Econometrics, Elsevier, vol. 180(2), pages 127-140.
    17. Loayza, Norman V. & Ranciere, Romain, 2006. "Financial Development, Financial Fragility, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 1051-1076, June.
    18. Reed, W. Robert & Zhu, Min, 2017. "On estimating long-run effects in models with lagged dependent variables," Economic Modelling, Elsevier, vol. 64(C), pages 302-311.
    19. Amuakwa-Mensah, Franklin & Klege, Rebecca A. & Adom, Philip K. & Amoah, Anthony & Hagan, Edmond, 2018. "Unveiling the energy saving role of banking performance in Sub-Sahara Africa," Energy Economics, Elsevier, vol. 74(C), pages 828-842.
    20. Mr. Romain Ranciere & Mr. Nathaniel A. Throckmorton & Mr. Michael Kumhof & Ms. Claire Lebarz & Mr. Alexander W. Richter, 2012. "Income Inequality and Current Account Imbalances," IMF Working Papers 2012/008, International Monetary Fund.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reecon:v:58:y:2004:i:2:p:135-157. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/622941 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.