Posterior and Predictive Densities for Simultaneous Equation Models PDF Download
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Author: Jean-François Richard
Publisher:
ISBN: 9780540065257
Category : Econometrics
Languages : en
Pages : 0
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Book Description
Author: Jean-François Richard
Publisher:
ISBN: 9780540065257
Category : Econometrics
Languages : en
Pages : 0
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Book Description
Author: Jean-Francois Richard
Publisher: Springer
ISBN: 9783642657504
Category : Business & Economics
Languages : en
Pages : 226
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Book Description
Author: J.-F. Richard
Publisher:
ISBN:
Category :
Languages : de
Pages :
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Book Description
Author: James P. Wallace
Publisher:
ISBN: 9780387065250
Category : Choice of transportation
Languages : en
Pages : 94
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Book Description
Author: J.-F. Richard
Publisher: Springer Science & Business Media
ISBN: 3642657494
Category : Business & Economics
Languages : en
Pages : 233
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Book Description
Author: L. Bauwens
Publisher: Springer Science & Business Media
ISBN: 3642455786
Category : Business & Economics
Languages : en
Pages : 124
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Book Description
In their review of the "Bayesian analysis of simultaneous equation systems", Dr~ze and Richard (1983) - hereafter DR - express the following viewpoint about the present state of development of the Bayesian full information analysis of such sys tems i) the method allows "a flexible specification of the prior density, including well defined noninformative prior measures"; ii) it yields "exact finite sample posterior and predictive densities". However, they call for further developments so that these densities can be eval uated through 'numerical methods, using an integrated software packa~e. To that end, they recommend the use of a Monte Carlo technique, since van Dijk and Kloek (1980) have demonstrated that "the integrations can be done and how they are done". In this monograph, we explain how we contribute to achieve the developments suggested by Dr~ze and Richard. A basic idea is to use known properties of the porterior density of the param eters of the structural form to design the importance functions, i. e. approximations of the posterior density, that are needed for organizing the integrations.
Author: Luc Bauwens
Publisher: Springer Verlag
ISBN: 9780387133843
Category : Mathematics
Languages : en
Pages : 0
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Book Description
Author: Veerappan Karuppan Chetty
Publisher:
ISBN:
Category : Bayesian statistical decision theory
Languages : en
Pages : 212
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Book Description
Author: George G. Judge
Publisher: John Wiley & Sons
ISBN: 047189530X
Category : Business & Economics
Languages : en
Pages : 1062
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Book Description
This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
Author: Christian Robert
Publisher: Springer Science & Business Media
ISBN: 0387715983
Category : Mathematics
Languages : en
Pages : 620
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Book Description
This is an introduction to Bayesian statistics and decision theory, including advanced topics such as Monte Carlo methods. This new edition contains several revised chapters and a new chapter on model choice.
