有限因变量模型中的贝叶斯推断:在测量罢工持续时间中的应用

Bayesian inference in limited dependent variable models. An application to measuring strike duration

Journal of Applied Econometrics · 1993
被引 6
人大 AABS 3

中文导读

提出一套贝叶斯技术,用于分析有限因变量模型,并以美国制造业合同罢工数据为例,推导罢工持续时间的风险函数后验分布,评估不同假设的合理性及工业生产对持续时间的影响。

Abstract

Abstract This paper presents a straightforward set of Bayesian techniques for analyzing models involving limited dependent variables; the techniques are demonstrated in an analysis of Kennan's (1985) data on contract strikes in US manufacturing. The data are analyzed by deriving posterior distributions—including probability distributions—of hazard functions for strike duration using numerical Monte Carlo methods. The distributions are employed to derive coverage intervals for hazard functions, to assess the relative plausibility of nonnested hypotheses concerning the shape of the functions, and to assess the impact of industrial production on duration.

贝叶斯推断受限因变量模型罢工持续时间风险函数