Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Bayesian Analysis of GLEM with Half-Normal Prior

  • Bhattacharya, Samir K. (Department of Mathematics, Allahabad University) ;
  • Lal, Ram (Allahabad Agricultural Institute, Allahabad)
  • Published : 1985.12.01
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Abstract

In this paper, Bayesian analysiss of the general linear econometric model is carried out by using a multinomal prior for the vector of unknown regression coefficents and a half-normal prior for the standard deviation of the disturbances.

Keywords