Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/56184 
Autor:innen: 
Erscheinungsjahr: 
2004
Schriftenreihe/Nr.: 
SSE/EFI Working Paper Series in Economics and Finance No. 565
Verlag: 
Stockholm School of Economics, The Economic Research Institute (EFI), Stockholm
Zusammenfassung: 
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.
Schlagwörter: 
Bayesian panel regression
parametric covariance
model selection
JEL: 
C11
C33
C63
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
1.06 MB





Publikationen in EconStor sind urheberrechtlich geschützt.