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A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model

Zellner, Arnold; Ando, Tomohiro - In: Journal of econometrics 159 (2010) 1, pp. 33-45

Persistent link: https://www.econbiz.de/10008839945

Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting

Zellner, Arnold; Ando, Tomohiro - In: International journal of forecasting 26 (2010) 2, pp. 413-434

Persistent link: https://www.econbiz.de/10003980403

Instrumental variables, errors in variables, and simultaneous equations models : applicability and limitations of direct Monte Carlo

Zellner, Arnold; Ando, Tomohiro; Basturk, Nalan; … - 2011

Persistent link: https://www.econbiz.de/10009720744

Bayesian analysis of instrumental variable models : acceptance-rejection within direct Monte Carlo

Zellner, Arnold; Ando, Tomohiro; Baştürk, Nalan; … - 2012

Persistent link: https://www.econbiz.de/10009722969

Bayesian analysis of instrumental variable models : acceptance-rejection within Direct Monte Carlo

Zellner, Arnold; Ando, Tomohiro; Baştürk, Nalan; … - In: Econometric reviews 33 (2014) 1/4, pp. 3-35

Persistent link: https://www.econbiz.de/10010357826

Bayesian Method of Moments (BMOM) analysis of parametric and semiparametric regression models

Zellner, Arnold; Tobias, Justin L.; Ryu, Hang-keun - 1998

Persistent link: https://www.econbiz.de/10000986047

Bayesian analysis of instrumental variable models : the potential of direct Monte Carlo

Zellner, Arnold; Ando, Tomohiro; Basturk, Nalan; … - 2012

Persistent link: https://www.econbiz.de/10010191002

Bayesian Analysis of Instrumental Variable Models : Acceptance-Rejection within Direct Monte Carlo

Zellner, Arnold; Ando, Tomohiro; Basturk, Nalan; … - 2012

We discuss Bayesian inferential procedures within the family of instrumental variables regression models and focus on two issues: existence conditions for posterior moments of the parameters of interest under a flat prior and the potential of Direct Monte Carlo (DMC) approaches for efficient...

Persistent link: https://www.econbiz.de/10014165267