BAYESIAN ESTIMATION OF A SIMPLE SIMULTANEOUS EQUATION MODEL USING GIBBS SAMPLING

This technical note illustrates the estimation of a simple simultaneous equation model using Gibbs sampling. The results of the estimation show that Gibbs sampling can be alternative approach for estimating the parameters of the model in a bayesian setting.

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Year of publication:	1998
Authors:	Ibrahim, Mansor H.
Published in:	IIUM Journal of Economics and Management. - Kulliyyah of Economics and Management Sciences. - Vol. 6.1998, 1, p. 69-78
Publisher:	Kulliyyah of Economics and Management Sciences

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008629545