淡江大學機構典藏:Item 987654321/72306
English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 64178/96951 (66%)
造访人次 : 9385174      在线人数 : 252
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜寻范围 Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
    •  Adv. Search
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/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

    Files in This Item:

    File SizeFormat
    index.html0KbHTML114View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback