Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank
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- Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017. "Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank," Tinbergen Institute Discussion Papers 17-058/III, Tinbergen Institute.
References listed on IDEAS
- Arnold Zellner & Tomohiro Ando & Nalan Baştürk & Lennart Hoogerheide & Herman van Dijk, 2014.
"Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo,"
Taylor & Francis Journals, vol. 33(1-4), pages 3-35.
- Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Tinbergen Institute Discussion Papers 12-098/III, Tinbergen Institute.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- M. Hashem Pesaran & Ron P. Smith, 2017.
"Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors,"
CESifo Working Paper Series
6785, CESifo Group Munich.
- M Hashem Pesaran & Ron P Smith, 2017. "Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors," BCAM Working Papers 1707, Birkbeck Centre for Applied Macroeconomics.
More about this item
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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