surbayes-package {surbayes}R Documentation

surbayes: Bayesian Analysis of Seemingly Unrelated Regression Models

Description

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.

See Also

Useful links:


[Package surbayes version 0.1.2 Index]