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Volumn 85, Issue 2, 1998, Pages 387-400

Bayesian inference in a simultaneous equation model with limited dependent variables

Author keywords

Default study; Markov chain Monte Carlo; Model comparison; Probit; Tobit

Indexed keywords


EID: 0001408331     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4076(97)00106-1     Document Type: Article
Times cited : (45)

References (22)
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  • 3
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    • Blundell, R.W.1    Smith, R.J.2
  • 4
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    • Coherency and estimation in simultaneous models with censoring and qualitative dependent variables
    • Blundell, R.W., Smith, R.J., 1994. Coherency and estimation in simultaneous models with censoring and qualitative dependent variables. Journal of Econometrics 64, 355-373.
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    • Blundell, R.W.1    Smith, R.J.2
  • 5
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    • The untenable case for Chapter II
    • Bradley, M. Rosenzweig, M., 1992. The untenable case for Chapter II. Yale Law Journal 101, 1043-1095.
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    • Bradley, M.1    Rosenzweig, M.2
  • 6
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    • Bayesian inference in the Tobit censored regression model
    • Chib, S., 1992. Bayesian inference in the Tobit censored regression model. Journal of Econometrics 51, 79-90.
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    • Chib, S.1
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    • Dummy endogenous variables in a simultaneous equations system
    • Heckman, J.J., 1978. Dummy endogenous variables in a simultaneous equations system. Econometrica 46, 931-960.
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    • Heckman, J.J.1
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    • Nelson, F., Olson, L.. 1978. Specification and estimation of a simultaneous equation model with limited dependent variables. International Economic Review 19, 695-705.
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    • Nelson, F.1    Olson, L.2
  • 16
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    • Prior beliefs about fit
    • Bernardo, J.M., Berger, J.O., Dawid, A.P., Smith, A.F.M. (Eds.). Oxford University Press. Oxford
    • Poirier, D.J.. 1996. Prior beliefs about fit. In: Bernardo, J.M., Berger, J.O., Dawid, A.P., Smith, A.F.M. (Eds.), Bayesian Statistics. vol. 5. Oxford University Press. Oxford, pp 731-738.
    • (1996) Bayesian Statistics , vol.5 , pp. 731-738
    • Poirier, D.J.1
  • 17
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    • Limited information estimators and exogeneity tests for simultaneous probit models
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    • An exogeneity test for the simultaneous equation Tobit model with an application to labor supply
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    • Smith, R.J.1    Blundell, R.W.2
  • 20
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    • A simple estimator for simultaneous models with censored endogenous regressors
    • Vella, F., 1993. A simple estimator for simultaneous models with censored endogenous regressors. International Economic Review 34, 441-457.
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    • Vella, F.1
  • 21
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    • Computing Bayes factors using a generalization of the Savage-Dickey density ratio
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    • Verdinelli, I.1    Wasserman, L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.