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Across-Regime Covariance Restrictions in Treatment Response Models


  • Poirier, D.J.
  • Tobias, L.


Chib and Hamilton (2000) discuss Bayesian estimation of treatment response models subject to the restriction that the cross-regime correlation parameter is zero. This note points out important consequences of that restriction, and argues that the range of applicability of such an approach is necessarily limited. We also briefly discuss methods for fitting these models which do not impose such a restriction, and as a consequence, are not subject to the described limitations.

Suggested Citation

  • Poirier, D.J. & Tobias, L., 2001. "Across-Regime Covariance Restrictions in Treatment Response Models," Papers 00-01-29, California Irvine - School of Social Sciences.
  • Handle: RePEc:fth:calirv:00-01-29

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    References listed on IDEAS

    1. Martin C. McGuire, 2000. "Provision for Adversity," Journal of Conflict Resolution, Peace Science Society (International), vol. 44(6), pages 730-752, December.
    2. Solomon William Polachek, 1980. "Conflict and Trade," Journal of Conflict Resolution, Peace Science Society (International), vol. 24(1), pages 55-78, March.
    3. Anderson, James E. & Marcouiller, S.J. Douglas, 1997. "Trade and Security, I: Anarchy," Working Paper Series 477, Research Institute of Industrial Economics.
    4. Anderton, Charles H & Anderton, Roxane A & Carter, John R, 1999. "Economic Activity in the Shadow of Conflict," Economic Inquiry, Western Economic Association International, vol. 37(1), pages 166-179, January.
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    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation


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