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Volumn 99, Issue 467, 2004, Pages 799-804

Getting it right: Joint distribution tests of posterior simulators

Author keywords

Bayesian; Markov chain Monte Carlo; Software

Indexed keywords


EID: 4944234755     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214504000001132     Document Type: Article
Times cited : (123)

References (9)
  • 1
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    • Estimating linear restrictions on regression coefficients for multivariate normal distributions
    • Anderson, T. W. (1951), "Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions," The Annals of Mathematical Statistics, 29, 813-828.
    • (1951) The Annals of Mathematical Statistics , vol.29 , pp. 813-828
    • Anderson, T.W.1
  • 3
    • 23944455731 scopus 로고
    • Bayesian limited information analysis of the simultaneous equation model
    • Dreze, J. H. (1976), "Bayesian Limited Information Analysis of the Simultaneous Equation Model," Econometrica, 44, 1045-1075.
    • (1976) Econometrica , vol.44 , pp. 1045-1075
    • Dreze, J.H.1
  • 4
    • 84986088295 scopus 로고
    • Bayesian treatment of the independent student-t linear model
    • Geweke, J. (1993), "Bayesian Treatment of the Independent Student-t Linear Model," Journal of Applied Econometrics, 8, S19-S40.
    • (1993) Journal of Applied Econometrics , vol.8
    • Geweke, J.1
  • 5
    • 84974239933 scopus 로고
    • Priors for macroeconomic time series and their application
    • _ (1994), "Priors for Macroeconomic Time Series and Their Application," Econometric Theory, 10, 609-632.
    • (1994) Econometric Theory , vol.10 , pp. 609-632
  • 6
    • 0344707492 scopus 로고    scopus 로고
    • Bayesian reduced rank regression in econometrics
    • _ (1996), "Bayesian Reduced Rank Regression in Econometrics," Journal of Econometrics, 75, 121-146.
    • (1996) Journal of Econometrics , vol.75 , pp. 121-146
  • 7
    • 85071345322 scopus 로고    scopus 로고
    • Using simulation methods for bayesian econometric models: Inference, development and communication
    • _ (1999), "Using Simulation Methods for Bayesian Econometric Models: Inference, Development and Communication" (with discussion), Econometric Reviews, 18, 1-126.
    • (1999) Econometric Reviews , vol.18 , pp. 1-126
  • 8
  • 9
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions
    • Tierney, L. (1994), "Markov Chains for Exploring Posterior Distributions" (with discussion), The Annals of Statistics, 22, 1701-1762.
    • (1994) The Annals of Statistics , vol.22 , pp. 1701-1762
    • Tierney, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.