surbayes

surbayes-package

<p>Implementation of the direct Monte Carlo approach of 
             Zellner and Ando (2010) &lt;doi:10.1016/j.jeconom.2010.04.005&gt;
             to sample from posterior of 
             Seemingly Unrelated Regression (SUR) models. In 
             addition, a Gibbs sampler is implemented that allows 
             the user to analyze SUR models using the power prior.</p>

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Implementation of the direct Monte Carlo approach of
Zellner and Ando (2010) <doi:10.1016/j.jeconom.2010.04.005>
to sample from posterior of
Seemingly Unrelated Regression (SUR) models. In
addition, a Gibbs sampler is implemented that allows
the user to analyze SUR models using the power prior.

surbayes-package: surbayes: Bayesian Analysis of Seemingly Unrelated Regression Models

Description

Arguments

See Also