On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
Year of publication: |
2005-03-31
|
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Authors: | van Dijk, Herman K. ; Hoogerheide, Hoogerheide, L.F. ; Kaashoek, Kaashoek, J.F. |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | Bayesian inference | Markov chain Monte Carlo | credible sets | importance sampling | instrumental variables | neural networks | reduced rank |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2005-12 |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C45 - Neural Networks and Related Topics |
Source: |
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HOOGERHEIDE, Lennart F., (2005)
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Possibly ill-behaved posteriors in econometric models
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