A 1-1 poly-t random variable generator with application to Monte Carlo integration

Author:

Bauwens Luc,Richard Jean-François

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference16 articles.

1. The computer generation of beta, gamma and normal random variables;Atkinson;Journal of the Royal Statistical Society A,1976

2. Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo;Bauwens,1984

3. Bayesian regression program (BRP) user's manual;Bauwens,1981

4. Bayesian limited information analysis of the simultaneous equations model;Drèze;Econometrica,1976

5. Bayesian regression analysis using poly-t densities;Drèze;Journal of Econometrics,1977

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