SIMULTANEOUS EQUATIONS BAYESIAN BOOTSTRAP
| dc.creator | Heckelei, Thomas | |
| dc.creator | Mittelhammer, Ronald C. | |
| dc.date | 2017-04-01T19:20:55Z | |
| dc.date.accessioned | 2026-07-09T03:29:16Z | |
| dc.description | This paper introduces a semi-parametric bootstrapping approach to Bayesian analysis of structural parameters in simultaneous equation systems that extends the single and multivariate regression approaches of Heckelei and Mittelhammer (1996, 2002) to models with endogenous regressors. Monte Carlo evidence demonstrated the considerable accuracy of the procedure in approximating posterior distributions, even for small sample sizes. | |
| dc.identifier | doi:10.22004/ag.econ.19873 | |
| dc.identifier | https://ageconsearch.umn.edu/record/19873/files/sp02he03.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/19873 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/533403 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/19873 | |
| dc.title | SIMULTANEOUS EQUATIONS BAYESIAN BOOTSTRAP | |
| dc.type | Text |