An Introduction to Bayesian Inference in Spatial Econometrics

This tutorial is designed to introduce readers to Bayesian variants of the standard SAR and SEM models that are the most widely used and applied models in spatial econometrics. Particular attention is paid to the mathematical derivations required to obtain the full conditional distributions required for Gibbs sampling. The models are derived using diffuse as well as natural conjugate priors for the parameters

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Year of publication:	[2008]
Authors:	Lacombe, Donald J.
Publisher:	[2008]: [S.l.] : SSRN
Subject:	Ökonometrie \| Econometrics \| Bayes-Statistik \| Bayesian inference \| Theorie \| Theory \| Regionalökonomik \| Regional economics \| Induktive Statistik \| Statistical inference \| Räumliche Interaktion \| Spatial interaction

Extent:	1 Online-Ressource (18 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 24, 2008 erstellt
Other identifiers:	10.2139/ssrn.1244261 [DOI]
Classification:	C11 - Bayesian Analysis ; C21 - Cross-Sectional Models; Spatial Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012723417