Search Results - subject:"conditional posterior"

BAYESIAN INFERENCE FOR STATE SPACE MODEL WITH PANEL DATA

Pandey, Ranjita; Chaturvedi, Anoop - In: Statistics in Transition New Series 17 (2016) 2, pp. 211-219

Persistent link: https://www.econbiz.de/10012141615

Conditional posteriors for the reduced rank regression model

Karlsson, Sune - 2012

. Unfortunately several of the full conditional posterior distributions, which forms the basis for constructing a Gibbs sampler for …

Persistent link: https://www.econbiz.de/10012654381

Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach

Zhang, Rong; Inder, Brett A.; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2012

We present a Bayesian sampling approach to parameter estimation in a discrete-response model with double rules of selectivity, where the dependent variables contain two layers of binary choices and one ordered response. Our investigation is motivated by an empirical study using such a...

Persistent link: https://www.econbiz.de/10009650967

Conditional posteriors for the reduced rank regression model

Karlsson, Sune - Handelshögskolan, Örebro Universitet - 2012

. Unfortunately several of the full conditional posterior distributions, which forms the basis for constructing a Gibbs sampler for …

Persistent link: https://www.econbiz.de/10010550569