Data Augmentation in Limited-Dependent Variable Models
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References listed on IDEAS
- 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.
- Bauwens, Luc & Lubrano, Michel & Richard, Jean-Francois, 2000. "Bayesian Inference in Dynamic Econometric Models," OUP Catalogue, Oxford University Press, number 9780198773139.
- Amit, Yali, 1991. "On rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions," Journal of Multivariate Analysis, Elsevier, vol. 38(1), pages 82-99, July.
- Nobile, Agostino, 2000. "Comment: Bayesian multinomial probit models with a normalization constraint," Journal of Econometrics, Elsevier, vol. 99(2), pages 335-345, December.
More about this item
Keywordsdata augmentation; parameter-expansion-data-augmentation; inverted wishart; multivariate probit; reparameterization.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-02-03 (All new papers)
- NEP-DCM-2003-02-03 (Discrete Choice Models)
- NEP-ECM-2003-02-10 (Econometrics)
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