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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/72306


    Title: Bayesian analysis of the SUR Tobit model
    Authors: Huang, Ho-Chuan (River)
    Contributors: 淡江大學財務金融學系
    Date: 2001-09
    Issue Date: 2013-05-31 10:49:17 (UTC+8)
    Publisher: Abingdon: Routledge
    Abstract: 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.
    Relation: Applied Economics Letters 8(9), pp.617-622
    DOI: 10.1080/13504850010026069
    Appears in Collections:[財務金融學系暨研究所] 期刊論文

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