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surbayes: Bayesian Analysis of Seemingly Unrelated Regression Models
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.
Getting started
Browse package contents
Package details |
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| Author | Ethan Alt |
| Maintainer | Ethan Alt <ethanalt@live.unc.edu> |
| License | GPL (>= 2) |
| Version | 0.1.2 |
| URL | https://github.com/ethan-alt/surbayes |
| Package repository | View on CRAN |
| Installation |
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