摘要 : This paper analyzes the behavior of posterior distributions under the Jeffreys prior in a simultaneous equations model. The case under study is that of a general limited information setup with n + 1 endogenous variables. The Jeffr... 展开
作者 | John C. Chao Peter C. B. Phillips |
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作者单位 | |
期刊名称 | 《Journal of Econometrics》 |
总页数 | 33 |
语种/中图分类号 | 英语 / F |
关键词 | confluent hypergeometric function Jeffreys prior laplace approximation posterior distribution simultaneous equations model zonal polynomials |
馆藏号 | N2008EPST0008768 |