Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model

Yasuhiro Omori ()

No CIRJE-F-481, CIRJE F-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: We consider Bayesian estimation of a sample selection model and propose a highly efficient Gibbs sampler using the additional scale transformation step to speed up the convergence to the posterior distribution. Numerical examples are given to show the efficiency of our proposed sampler.

Pages: 16 pages
Date: 2007-03
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (8)

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Journal Article: Efficient Gibbs sampler for Bayesian analysis of a sample selection model (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:tky:fseres:2007cf481

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