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Estimating Simultaneous Equation Models through an Entropy-Based Incremental Variational Bayes Learning Algorithm

The presence of unaccounted heterogeneity in simultaneous equation models (SEMs) is frequently problematic in many real-life applications. Under the usual assumption of homogeneity, the model can be seriously misspecified, and it can potentially induce an important bias in the parameter estimates. T...

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Detalles Bibliográficos
Autores principales: Hernández-Sanjaime, Rocío, González, Martín, Peñalver, Antonio, López-Espín, Jose J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8064307/
https://www.ncbi.nlm.nih.gov/pubmed/33805175
http://dx.doi.org/10.3390/e23040384

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