"Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model"

We consider Bayesian estimation of a sample selection model and propose a highly efficient Gibbs sampler using the additional scale transformation step to speed up the convergence to the posterior distribution. Numerical examples are given to show the efficiency of our proposed sampler.

MoreLess

Year of publication:	2007-03
Authors:	Omori, Yasuhiro
Institutions:	Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Series:	CIRJE F-Series.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number CIRJE-F-481 16 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004999288