Del 90 - Lecture Notes in Economics and Mathematical Systems

Posterior and Predictive Densities for Simultaneous Equation Models

Häftad, Engelska, 1973

AvJ.-F. Richard,J. -F Richard,Jean-Francois Richard,J. -F. Richard

709 kr

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Produktinformation

Utgivningsdatum1973-11-30
Mått170 x 244 x 13 mm
Vikt415 g
FormatHäftad
SpråkEngelska
SerieLecture Notes in Economics and Mathematical Systems
Antal sidor226
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783540065258

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Nationalekonomi inom Ekonomi och Ledarskap

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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