Bayesian analysis of a linear single equation model with an inverse Gaussian prior

Authors

  • Samir K. Battacharya Allahabad University
  • Ram Lal Allahabad Agricultural Institute
  • Anoop Chaturvedi Allahabad University

DOI:

https://doi.org/10.6092/issn.1973-2201/899

Abstract

In this paper, the Bayesian analysis of a linear single equation econometric model is carried out by using a multinormal prior density for the vector of unknown regression coefficients and an inverse Gaussian prior density for the variance of the disturbances.

How to Cite

Battacharya, S. K., Lal, R., & Chaturvedi, A. (1992). Bayesian analysis of a linear single equation model with an inverse Gaussian prior. Statistica, 52(2), 177–182. https://doi.org/10.6092/issn.1973-2201/899

Issue

Section

Articles