A Gibbs sampling approach to the estimation of linear regression models under daily price limits

Pacific Basin Finance Journal

Volumn 5, Issue 1, 1997, Pages 39-62

  Chou, Pin Huang ^a  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

Author keywords

Bayesian approach; Gibbs sampler; Systematic risk; Two limit Tobit model

Indexed keywords

EID: 0031065894     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0927-538x(96)00027-3     Document Type: Article

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