| Bayesian analysis of the SUR Tobit model | |
|---|---|
| 學年 | 90 |
| 學期 | 1 |
| 出版（發表）日期 | 2001-09-01 |
| 作品名稱 | Bayesian analysis of the SUR Tobit model |
| 作品名稱（其他語言） | |
| 著者 | Huang, Ho-Chuan (River) |
| 單位 | 淡江大學財務金融學系 |
| 出版者 | Abingdon: Routledge |
| 著錄名稱、卷期、頁數 | Applied Economics Letters 8(9), pp.617-622 |
| 摘要 | This paper develops a practical sampling scheme for Bayesian analysis of correlated censored data using the seemingly unrelated Tobit regressions model. Posterior inference is performed via the Gibbs sampler with data augmentation algorithm. In particular, the relevant full conditional distributions needed in the use of Gibbs sampler are derived. The method is then applied to a real data set on the determination of the payments of cash and stock dividends. |
| 關鍵字 | |
| 語言 | en |
| ISSN | 1350-5851 |
| 期刊性質 | 國外 |
| 收錄於 | SSCI |
| 產學合作 | |
| 通訊作者 | Huang, Ho-Chuan (River) |
| 審稿制度 | |
| 國別 | GBR |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/72306 ) |
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