A Product of Multivariate T Densities as Upper Bound for the Posterior Kernel of Simultaneous Equation Model Parameters

Herman van Dijk

A chapter in Probability and Bayesian Statistics, 1987, pp 129-138 from Springer

Abstract: Abstract The linear simultaneous equation model (SEM) is one of the best known models in econometrics. It is used in several areas, for instance, in micro-economic modelling for the description of the operation of a market for a particular economic commodity and in macro-economic modelling for the description of the interrelations between a large number of macro-economic variables. [See, e.g., Hausman (1983) for a recent survey of the linear SEM.]

Keywords: Full Column Rank; Positive Definite Symmetric Matrix; Simultaneous Equation Model; Prior Region; Zero Restriction (search for similar items in EconPapers)
Date: 1987
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Working Paper: A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters (1987)
Working Paper: A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters (1986)
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DOI: 10.1007/978-1-4613-1885-9_13

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