On the Convergence of Bayesian Posterior Processes in Linear Economic Models, Counting Equations and Unknowns

Nyarko, Y. (1991). On the Convergence of Bayesian Posterior Processes in Linear Economic Models, Counting Equations and Unknowns. Journal of Economic Dynamics and Control, 15(4), 687-713.

I propose a technique, counting ‘equations’ and ‘unknowns’, for determining when the posterior distributions of the parameters of a linear regression process converge to their true values.

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