Publication: Rejection sampling in demand systems
dc.affiliation.dpto | UC3M. Departamento de Estadística | es |
dc.contributor.author | Ley, Eduardo | |
dc.contributor.author | Steel, Mark F.J. | |
dc.contributor.editor | Universidad Carlos III de Madrid. Departamento de Estadística | |
dc.date.accessioned | 2009-02-17T09:46:17Z | |
dc.date.available | 2009-02-17T09:46:17Z | |
dc.date.issued | 1992-12 | |
dc.description.abstract | We 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.mimetype | application/pdf | |
dc.identifier.uri | https://hdl.handle.net/10016/3674 | |
dc.language.iso | eng | |
dc.relation.ispartofseries | UC3M Working Papers. Statistics and Econometrics | |
dc.relation.ispartofseries | 1992-41-29 | |
dc.rights | Atribución-NoComercial-SinDerivadas 3.0 España | |
dc.rights.accessRights | open access | |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | |
dc.subject.eciencia | Estadística | |
dc.subject.other | Rejection sampling | |
dc.subject.other | Bayesian methods | |
dc.subject.other | Demand systems | |
dc.subject.other | Efficiency | |
dc.title | Rejection sampling in demand systems | |
dc.type | working paper | * |
dspace.entity.type | Publication |
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