Isbn: 9783540065258 - posterior and predictive densities for simultaneous equation models: 90 (11 risultati)

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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - I. The Simultaneous Equation Model.- I.1 The statistical model ; Notations.- I.2 The identification problem.- I.3 Some previous contributions.- I.4 Review of the contents.- I.5 Technical abstract.- II. Full Information Analysis of the Two-equation Model.- II.1 Notations.- II.2 The Drèze and Morales' approach.- II.3 An alternative approach : structural analysis.- II.4 Reduced form analysis and prediction.- II.5 Some additional remarks.- III. Limited Information Analysis of the Simultaneous Equation Model.- III.1 Some posterior joint conditional densities on : non-informative prior density.- III.2 Posterior moments of the reduced form parameters : limited information prior density.- III.3. A 'Limited information' prediction.- Appendix I : The matrix-t density.- Appendix II : The row-diagonal conditional matricvariate-t density.- Appendix III : The technicalities of Chapter II.- Appendix IV : Hypergeometric series ; Their computations.- Appendix V : The programs of Chapter II.- Appendix VI : An integral identity (Dickey).- IV. Empirical Illustration : The Belgian Beef Market.- IV.1 Morales' model.- IV.2 The information content of the identifying restrictions.- IV.3 Informative approach : full information analysis.- IV.4 Informative approach : limited information analysis.- V. Conclusions.- Appendix VII : The data.- Appendix VIII : The results.- References.…

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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. I. The Simultaneous Equation Model.- I.1 The statistical model Notations.- I.2 The identification problem.- I.3 Some previous contributions.- I.4 Review of the contents.- I.5 Technical abstract.- II. Full Information Analysis of the Two-equation Model.- I.…

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -InhaltsangabeI. The Simultaneous Equation Model.- I.1 The statistical model; Notations.- I.2 The identification problem.- I.3 Some previous contributions.- I.4 Review of the contents.- I.5 Technical abstract.- II. Full Information Analysis of the Two-equation Model.- II.1 Notations.- II.2 The Drèze and Morales' approach.- II.3 An alternative approach: structural analysis.- II.4 Reduced form analysis and prediction.- II.5 Some additional remarks.- III. Limited Information Analysis of the Simultaneous Equation Model.- III.1 Some posterior joint conditional densities on : non-informative prior density.- III.2 Posterior moments of the reduced form parameters: limited information prior density.- III.2.1 Natural conjugate prior density (m1=1).- III.2.2 Exact prior restrictions (m1=1).- III.2.3 Some extensions for m1 > 1.- III.3. A 'Limited information' prediction.- Appendix I: The matrix-t density.- Appendix II: The row-diagonal conditional matricvariate-t density.- Appendix III: The technicalities of Chapter II.- Appendix IV: Hypergeometric series; Their computations.- Appendix V: The programs of Chapter II.- Appendix VI: An integral identity (Dickey).- IV. Empirical Illustration: The Belgian Beef Market.- IV.1 Morales' model.- IV.2 The information content of the identifying restrictions.- IV.3 Informative approach: full information analysis.- IV.4 Informative approach: limited information analysis.- V. Conclusions.- Appendix VII: The data.- Appendix VIII: The results.- References. 236 pp. Englisch.…

Taschenbuch. Condizione: Neu. Posterior and Predictive Densities for Simultaneous Equation Models | J. -F. Richard | Taschenbuch | Lecture Notes in Economics and Mathematical Systems | vi | Englisch | Springer | EAN 9783540065258 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. …