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MCMC algorithms for two recent Bayesian limited information estimators

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  • Gao, Chuanming
  • Lahiri, Kajal

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  • Gao, Chuanming & Lahiri, Kajal, 2000. "MCMC algorithms for two recent Bayesian limited information estimators," Economics Letters, Elsevier, vol. 66(2), pages 121-126, February.
    • Handle: RePEc:eee:ecolet:v:66:y:2000:i:2:p:121-126
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    References listed on IDEAS

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    1. Kleibergen, Frank & van Dijk, Herman K., 1998. "Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures," Econometric Theory, Cambridge University Press, vol. 14(6), pages 701-743, December.
    2. Chao, J. C. & Phillips, P. C. B., 1998. "Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior," Journal of Econometrics, Elsevier, vol. 87(1), pages 49-86, August.
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    Cited by:

    1. Chuanming Gao & Kajal Lahiri, 2000. "A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments," Econometric Society World Congress 2000 Contributed Papers 0230, Econometric Society.
    2. Cogley, Timothy & Startz, Richard, 2012. "Bayesian IV: the normal case with multiple endogenous variables," University of California at Santa Barbara, Economics Working Paper Series qt40v0x246, Department of Economics, UC Santa Barbara.

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