Bayesian Evaluation of a Semi-Parametric Binary Response Model.

In this paper, we develop a Bayesian analysis of semi-parametric binary choice model. The prior specification of the functional parameter, namely the distribution function of a latent variable, is of the Dirichlet process type and the prior specification of the Euclidean parameter, namely the coefficients of a linear combination of exogenous variables, is left arbitrary.

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Year of publication:	1998
Authors:	Scheihing, E. ; Mouchart, M.
Institutions:	Catholique de Louvain - Institut de statistique
Subject:	ECONOMETRICS \| STATISTICAL ANALYSIS \| ESTIMATION OF PARAMETERS \| TESTING

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Series:	Catholique de Louvain - Institut de statistique.
Type of publication:	Book / Working Paper
Notes:	47 pages
Classification:	C11 - Bayesian Analysis ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005625689