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Jeffreys prior analysis of the simultaneous equations model in the case with n + 1 endogenous variables

By John C. Chao and Peter C. B. PhillipsCowles Foundation, Paper No and Peter C. B. Phillips

Abstract

www.elsevier.com/locate/econbase Je reys prior analysis of the simultaneous equations model in the case with n +1 endogenous variables John C. Chaoa; ∗ b; c;

Topics: Con uent hypergeometric function, Je reys prior, Laplace approximation, Posterior distribution, Simultaneous equations model, Zonal polynomials
Year: 2005
OAI identifier: oai:CiteSeerX.psu:10.1.1.414.9567
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