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Rejection sampling in demand systems

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorLey, Eduardo
dc.contributor.authorSteel, Mark F.J.
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned2009-02-17T09:46:17Z
dc.date.available2009-02-17T09:46:17Z
dc.date.issued1992-12
dc.description.abstractWe illustrate the method of rejection sampling in a Bayesian application of a new approach toı estimating Demand Systems. This approach, suggested by Varian (1990), is based on a generalization of Afriat's (1967) efficiency index. Rejection sampling is applied to the prior-to-posterior mapping enabling us to obtain posterior results in a nonstandard model.
dc.format.mimetypeapplication/pdf
dc.identifier.urihttps://hdl.handle.net/10016/3674
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries1992-41-29
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEstadística
dc.subject.otherRejection sampling
dc.subject.otherBayesian methods
dc.subject.otherDemand systems
dc.subject.otherEfficiency
dc.titleRejection sampling in demand systems
dc.typeworking paper*
dspace.entity.typePublication
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