EconStor >
Stockholm School of Economics >
EFI - The Economic Research Institute, Stockholm School of Economics >
SSE/EFI Working Paper Series in Economics and Finance, EFI - The Economic Research Institute, Stockholm School of Economics >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/56184
  

Full metadata record

DC FieldValueLanguage
dc.contributor.authorSalabasis, Mickaelen_US
dc.date.accessioned2012-03-28T13:05:37Z-
dc.date.available2012-03-28T13:05:37Z-
dc.date.issued2004en_US
dc.identifier.urihttp://hdl.handle.net/10419/56184-
dc.description.abstractThe full Bayesian treatment of error component models typically relies on data augmentation to produce the required inference. Never stricly necessary a direct approach is always possible though not necessarily practical. The mechanics of direct sampling are outlined and a template for including model uncertainty is described. The needed tools, relying on various Markov chain Monte Carlo techniques, are developed and direct sampling, with and without effect selection, is illustrated.en_US
dc.language.isoengen_US
dc.publisherEkonomiska Forskningsinst. Stockholmen_US
dc.relation.ispartofseriesSSE/EFI Working Paper Series in Economics and Finance 565en_US
dc.subject.jelC11en_US
dc.subject.jelC33en_US
dc.subject.jelC63en_US
dc.subject.ddc330en_US
dc.subject.keywordBayesian panel regressionen_US
dc.subject.keywordparametric covarianceen_US
dc.subject.keywordmodel selectionen_US
dc.subject.stwBayes-Statistiken_US
dc.subject.stwPanelen_US
dc.subject.stwNichtparametrisches Verfahrenen_US
dc.subject.stwTheorieen_US
dc.titleParametric covariance matrix modeling in Bayesian panel regressionen_US
dc.typeWorking Paperen_US
dc.identifier.ppn479830266en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:SSE/EFI Working Paper Series in Economics and Finance, EFI - The Economic Research Institute, Stockholm School of Economics

Files in This Item:
File Description SizeFormat
479830266.pdf1.06 MBAdobe PDF
No. of Downloads: Counter Stats
Show simple item record
Download bibliographical data as: BibTeX

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.