Bayesian analysis of panel data based on mcmc

被引：0
|
作者：
Zhang, Xia-Tao [1 ]
机构：
[1] Tianjin Univ, Sch Management, Tianjin 300072, Peoples R China
来源：
PROCEEDINGS OF 2008 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS, VOLS 1-7 | 2008年
关键词：
MCMC; threshold autoregressive; posterior estimation;
D O I：
10.1109/ICMLC.2008.4620580
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper developed a Bayesian method to analyze panel data by using the MTAR model. The key feature of the proposed method is that it can perform posterior estimation and interesting multiple hypotheses testing simultaneously by using a simple MCMC algorithm. It takes the advantages of Bayesian multiple hypotheses testing while avoiding the computational difficulties in posterior inference. The illustrative example of test of optimal Debt/Total Assets ratio shows practical usefulness of the propose method.
引用
收藏
页码：1167 / 1171
页数：5
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