Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank
Year of publication: |
2017
|
---|---|
Authors: | Basturk, Nalan ; Hoogerheide, Lennart ; van Dijk, Herman K. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Bayesian analysis | reduced rank | lasso priors | shrinkage | Bayesian mixtures |
Series: | Tinbergen Institute Discussion Paper ; 17-058/III |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 894443518 [GVK] hdl:10419/177626 [Handle] RePEc:tin:wpaper:20170058 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C51 - Model Construction and Estimation |
Source: |
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Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank
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