E-Book, Englisch, Band 43, 160 Seiten, eBook
Morales Bayesian Full Information Structrual Analysis
Erscheinungsjahr 2012
ISBN: 978-3-642-65196-0
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
with an Application to the Study of the Belgian Beef Market
E-Book, Englisch, Band 43, 160 Seiten, eBook
Reihe: Lecture Notes in Economics and Mathematical Systems
ISBN: 978-3-642-65196-0
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
I. Bayesian Full Information Analysis of the Simultaneous Equations Model.- 1. A review of the problem of identification in a Bayesian approach and the specifications of the prior density functions.- 2. The extended natural conjugate density and its properties.- 3. Posterior distributions of the structural parameters (?, ?-1).- Appendix to Part I. Some properties of the Wishart density function and the matric variate-t-density function.- II. Empirical illustration of a Bayesian Full Information Analysis. The analysis of the Belgian beef market.- 1. The model and the a priori information.- 2. The Posterior Analysis.- Conclusions.- References.