Efficient Gibbs sampler for Bayesian analysis of a sample selection model
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- Yasuhiro Omori, 2007. "Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model," CIRJE F-Series CIRJE-F-481, CIRJE, Faculty of Economics, University of Tokyo.
References listed on IDEAS
- Chib, Siddhartha, 2001. "Markov chain Monte Carlo methods: computation and inference," Handbook of Econometrics,in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 57, pages 3569-3649 Elsevier.
- McCulloch, Robert E. & Polson, Nicholas G. & Rossi, Peter E., 2000. "A Bayesian analysis of the multinomial probit model with fully identified parameters," Journal of Econometrics, Elsevier, vol. 99(1), pages 173-193, November.
- Chib, Siddhartha, 2007. "Analysis of treatment response data without the joint distribution of potential outcomes," Journal of Econometrics, Elsevier, vol. 140(2), pages 401-412, October.
- Amemiya, Takeshi, 1984. "Tobit models: A survey," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 3-61.
- Chib, Siddhartha, 1992. "Bayes inference in the Tobit censored regression model," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 79-99.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Omori, Yasuhiro & Miyawaki, Koji, 2010. "Tobit model with covariate dependent thresholds," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2736-2752, November.
- Eicher, Theo S. & Helfman, Lindy & Lenkoski, Alex, 2012.
"Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias,"
Journal of Macroeconomics,
Elsevier, vol. 34(3), pages 637-651.
- Theo S Eicher & Lindy Helfman & Alex Lenkoski, 2011. "Robust FDI Determinants: Bayesian Model Averaging In The Presence Of Selection Bias," Working Papers UWEC-2011-07-FC, University of Washington, Department of Economics.
- Alexander Jordan & Alex Lenkoski, 2012. "Tobit Bayesian Model Averaging and the Determinants of Foreign Direct Investment," Papers 1205.2501, arXiv.org.
- Manuel Wiesenfarth & Thomas Kneib, 2010. "Bayesian geoadditive sample selection models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 59(3), pages 381-404.
- Sögner, Leopold, 2015. "Learning, convergence and economic constraints," Mathematical Social Sciences, Elsevier, vol. 75(C), pages 27-43.
More about this item
KeywordsBayesian analysis Gibbs sampler Sample selection model Tobit model;
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