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. - Basel : MDPI, ISSN 2225-1146. - Vol. 7.2019, 3, p. 1-28
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Publisher: |
Basel : MDPI |
Subject: | Gibbs sampler | limited information estimation | Metropolis– | Hastings algorithm | Monte Carlo method | weak instruments |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/econometrics7030033 [DOI] 1690018232 [GVK] 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: |
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Gao, Chuanming, (2019)
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On the practice of Bayesian inference in basic economic time series models using Gibbs sampling
Pooter, Michiel de, (2006)
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The Gibbs Sampler with Particle Efficient Importance Sampling for State-Space Models
Grothe, Oliver, (2017)
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A note on the double k-class estimator in simultaneous equations
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Lahiri, Kajal, (2001)
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