New Bayesian Approach to the Estimation in Simultaneous Equations Model

被引：0
|
作者：
Selma Toker
Nimet Özbay
机构：
[1] Department of Statistics,
[2] Faculty of Science and Letters,undefined
[3] Çukurova University,undefined
来源：
Lobachevskii Journal of Mathematics | 2023年 / 44卷
关键词：
Bayesian estimation; multicollinearity; prior information; Tikhonov regularization; two stage least squares;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：3872 / 3888
页数：16
相关论文
共 50 条
  • [1] New Bayesian Approach to the Estimation in Simultaneous Equations Model
    Toker, Selma
    Ozbay, Nimet
    [J]. LOBACHEVSKII JOURNAL OF MATHEMATICS, 2023, 44 (09) : 3872 - 3888
  • [2] A rigorous Bayesian approach to simultaneous model selection and state estimation
    Gadeyne, K
    Lefebvre, T
    Bruyninckx, H
    De Schutter, J
    [J]. PROCEEDINGS OF THE 11TH INTERNATIONAL CONFERENCE ON ADVANCED ROBOTICS 2003, VOL 1-3, 2003, : 130 - 135
  • [3] BAYESIAN LIMITED INFORMATION ANALYSIS OF SIMULTANEOUS EQUATIONS MODEL
    DREZE, JH
    [J]. ECONOMETRICA, 1976, 44 (05) : 1045 - 1075
  • [4] A new Bayesian approach to quantile autoregressive time series model estimation and forecasting
    Cai, Yuzhi
    Stander, Julian
    Davies, Neville
    [J]. JOURNAL OF TIME SERIES ANALYSIS, 2012, 33 (04) : 684 - 698
  • [5] SIMULTANEOUS BAYESIAN SEQUENTIAL ESTIMATION
    SHAPIRO, CP
    WARDROP, RL
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1980, 75 (370) : 359 - 365
  • [6] A Bayesian approach to simultaneous motion estimation of multiple independently moving objects
    Qian, G
    Chellappa, R
    Zheng, QF
    [J]. 16TH INTERNATIONAL CONFERENCE ON PATTERN RECOGNITION, VOL III, PROCEEDINGS, 2002, : 309 - 314
  • [7] A new approach for Bayesian model averaging
    TIAN XiangJun1
    2 State Key Laboratory of Numerical Modeling for Atmospheric Sciences and Geophysical Fluid Dynamics
    3 Nansen-Zhu International Research Centre
    4 Meterological Bureau of Xi’an City
    [J]. Science China Earth Sciences, 2012, 55 (08) : 1336 - 1344
  • [8] A new approach for Bayesian model averaging
    XiangJun Tian
    ZhengHui Xie
    AiHui Wang
    XiaoChun Yang
    [J]. Science China Earth Sciences, 2012, 55 : 1336 - 1344
  • [9] A new approach for Bayesian model averaging
    Tian XiangJun
    Xie ZhengHui
    Wang AiHui
    Yang XiaoChun
    [J]. SCIENCE CHINA-EARTH SCIENCES, 2012, 55 (08) : 1336 - 1344
  • [10] New Criteria for Selection in Simultaneous Equations Model
    Keerativibool, Warangkhana
    [J]. THAILAND STATISTICIAN, 2012, 10 (02): : 163 - 181
12345