Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market

Journal of Econometrics

Volumn 133, Issue 1, 2006, Pages 31-49

  Radchenko, Stanislav ^a   Tsurumi, Hiroki ^b  

^a UNIVERSITY OF NORTH CAROLINA AT CHARLOTTE   (United States)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Exogeneity; Identifying restrictions; Limited information Bayesian estimation; MCMC algorithms; U.S. gasoline market

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; ERROR CORRECTION; INVENTORY CONTROL; MATHEMATICAL MODELS; NUMERICAL ANALYSIS; PARAMETER ESTIMATION;

EXOGENEITY; IDENTIFYING RESTRICTIONS; LIMITED INFORMATION BAYESIAN ESTIMATION; MCMC ALGORITHMS; U.S. GASOLINE MARKET;

INFORMATION ANALYSIS;

EID: 33745845839     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.03.008     Document Type: Article

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