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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
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Salabasis, Mickael | | en_US |
| dc.date.accessioned | | 2012-03-28T13:05:37Z | | - |
| dc.date.available | | 2012-03-28T13:05:37Z | | - |
| dc.date.issued | | 2004 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/56184 | | - |
| dc.description.abstract | | The 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.iso | | eng | | en_US |
| dc.publisher | | Ekonomiska Forskningsinst. Stockholm | | en_US |
| dc.relation.ispartofseries | | SSE/EFI Working Paper Series in Economics and Finance 565 | | en_US |
| dc.subject.jel | | C11 | | en_US |
| dc.subject.jel | | C33 | | en_US |
| dc.subject.jel | | C63 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Bayesian panel regression | | en_US |
| dc.subject.keyword | | parametric covariance | | en_US |
| dc.subject.keyword | | model selection | | en_US |
| dc.subject.stw | | Bayes-Statistik | | en_US |
| dc.subject.stw | | Panel | | en_US |
| dc.subject.stw | | Nichtparametrisches Verfahren | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | Parametric covariance matrix modeling in Bayesian panel regression | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 479830266 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | SSE/EFI Working Paper Series in Economics and Finance, EFI - The Economic Research Institute, Stockholm School of Economics
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