Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors
Year of publication: |
2017
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Authors: | Pesaran, M. Hashem ; Smith, Ron P. |
Publisher: |
London : Birkbeck, University of London, Birkbeck Centre for Applied Macroeconomics (BCAM) |
Subject: | Bayesian identification | multicollinear regressions | weakly identified regression coefficients | highly collinear regressors |
Series: | BCAM Working Paper ; 1707 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | RePEc:bbk:bbkcam:1707 [RePEc] |
Classification: | C11 - Bayesian Analysis ; c18 |
Source: |
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Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors
Pesaran, M. Hashem, (2017)
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Posterior means and precisions of the coefficients in linear models with highly collinear regressors
Pesaran, M. Hashem, (2017)
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