文章基本信息

标题：Bayesian analysis of a linear single equation model with an inverse Gaussian prior
作者：Samir K. Battacharya ; Ram Lal ; Anoop Chaturvedi 等
期刊名称：Statistica
印刷版ISSN：1973-2201
出版年度：1992
卷号：52
期号：2
页码：177-182
DOI：10.6092/issn.1973-2201/899
语种：English
出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：In this paper, the Bayesian analysis of a linear single equation econometric model is carried out by using a multinormal prior density for the vector of unknown regression coefficients and an inverse Gaussian prior density for the variance of the disturbances.