A comparison of some bayesian and classical procedures for simultaneous equation models with weak instruments
Year of publication: |
2019
|
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Authors: | Gao, Chuanming ; Lahiri, Kajal |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 7.2019, 3/33, p. 1-28
|
Subject: | Gibbs sampler | limited information estimation | Metropolis–Hastings algorithm | Monte Carlo method | weak instruments | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics7030033 [DOI] hdl:10419/247533 [Handle] |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C11 - Bayesian Analysis ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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