Posterior and Predictive Densities for Simultaneous Equation Models

AvJ.-F. Richard

Häftad, Engelska, 1973

Del 90 i serien Lecture Notes in Economics and Mathematical Systems

549 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Produktinformation

Utgivningsdatum:1973-11-30
Mått:170 x 244 x 13 mm
Vikt:415 g
Format:Häftad
Språk:Engelska
Serie:Lecture Notes in Economics and Mathematical Systems
Antal sidor:226
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783540065258

Utforska kategorier

Nationalekonomi inom Ekonomi och Ledarskap

Innehållsförteckning

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.

Mer från samma serie

Del 380

Invariance and Structural Dependence

Jan Odelstad

Häftad

533 kr

Del 316

Generalized Fechner-Thurstone Direct Utility Function and Some of its Uses

R.L. Basmann, D.J. Slottje, K. Hayes, J.D. Johnson, D.J. Molina

Häftad

549 kr

Del 322

Rational Expectations Equilibrium Inventory Model

Tryphon Kollintzas

Häftad

533 kr

Del 332

Cost Analysis Applications of Economics and Operations Research

Institute Of Cost Analysis, Thomas R. Jr. Gulledge, Lewis A. Litteral

Häftad

549 kr

Del 338

DECOMP: an Implementation of Dantzig-Wolfe Decomposition for Linear Programming

James K. Ho, Rangaraja P. Sundarraj

Häftad

549 kr

Del 690

Pairwise Comparisons Method

Jaroslav Ramík

Häftad

849 kr

Del 691

Affective Decision Making Under Uncertainty

Donald J. Brown

Häftad

849 kr

Del 693

Intertemporal and Strategic Modelling in Economics

Orlando Gomes

Häftad

874 kr

Del 692

Advanced Mathematical Methods for Economic Efficiency Analysis

Pedro Macedo, Victor Moutinho, Mara Madaleno

Häftad

1 269 kr

Del 694

Dial-A-Ride Problems in Transportation Service

Jonathan Grimm

Häftad

1 164 kr

Du kanske också är intresserad av

Quantum Theory of Chemical Reactivity

R. Daudel

Häftad

533 kr

Reception of Copernicus’ Heliocentric Theory

J. Dobrzycki

Inbunden

1 585 kr

Zur Orthologie und Pathologie der Arteria vertebralis

Friedrich W. Rieben

Häftad

564 kr

Introduction to Axiomatic Set Theory

J.L. Krivine

Häftad

1 059 kr

Proceedings of the Europhysics Study Conference on Intermediate Processes in Nuclear Reactions

N. Cindro, P. Kulisic, T. Mayer-Kuckuk

Häftad

533 kr

Del 39

Recent Advances in Dynamical Astronomy

B.D. Tapley, V.G. Szebehely

Inbunden

2 111 kr

Spectral Classification and Multicolour Photometry

Ch. Fehrenbach, B.E. Westerlund

Inbunden

2 111 kr

Methodological Unity of Science

M. Bunge

Häftad

1 059 kr

Del 6

Patterns in Plato’s Thought

J.M.E. Moravcsik

Inbunden

1 059 kr

Signerad!

Del 11

SIGNERAD - Medusa

Lars Kepler

Inbunden

269 kr