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Volumn 66, Issue 2, 2000, Pages 121-126

MCMC algorithms for two recent Bayesian limited information estimators

Author keywords

C11; C30; Endogeneity; Gibbs sampler; Jeffreys prior; Metropolis Hastings algorithm

Indexed keywords


EID: 0034400864     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(99)00204-9     Document Type: Article
Times cited : (1)

References (7)
  • 1
    • 0039220849 scopus 로고    scopus 로고
    • Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
    • Chao J.C., Phillips P.C.B. Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior. Journal of Econometrics. 87:1998;49-86.
    • (1998) Journal of Econometrics , vol.87 , pp. 49-86
    • Chao, J.C.1    Phillips, P.C.B.2
  • 2
    • 32344446687 scopus 로고
    • Understanding the Metropolis-Hastings algorithm
    • Chib S., Greenberg E. Understanding the Metropolis-Hastings algorithm. The American Statistician. 49:1995;327-335.
    • (1995) The American Statistician , vol.49 , pp. 327-335
    • Chib, S.1    Greenberg, E.2
  • 4
    • 77956890234 scopus 로고
    • Monte Carlo sampling methods using Markov chains and their applications
    • Hastings W.K. Monte Carlo sampling methods using Markov chains and their applications. Biometrica. 57:1970;97-109.
    • (1970) Biometrica , vol.57 , pp. 97-109
    • Hastings, W.K.1
  • 5
    • 0032275194 scopus 로고    scopus 로고
    • Bayesian simultaneous equation analysis using reduced rank structures
    • Kleibergen F., van Dijk H.K. Bayesian simultaneous equation analysis using reduced rank structures. Econometric Theory. 14:1998;731-743.
    • (1998) Econometric Theory , vol.14 , pp. 731-743
    • Kleibergen, F.1    Van Dijk, H.K.2
  • 7
    • 0000759236 scopus 로고
    • How many iterations in the Gibbs sampler
    • J.M. Bernardo, A.F.M. Smith, A.P. Dawid, Berger J.O. Oxford University Press
    • Raftery A.E., Lewis S.M. How many iterations in the Gibbs sampler. Bernardo J.M., Smith A.F.M., Dawid A.P., Berger J.O. Bayesian Statistics. vol. 4:1992;763-773 Oxford University Press.
    • (1992) Bayesian Statistics , vol.4 , pp. 763-773
    • Raftery, A.E.1    Lewis, S.M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.