عنوان

Bayesian full information structural analysis:

(Number (ISBN

3540054170

(Number (ISBN

9783540054177

Number

b538016

Title Proper

Bayesian full information structural analysis:

General Material Designation

[Book]

Other Title Information

with an application to the Belgian beef market

First Statement of Responsibility

J.-A. Morales.

Name of Publisher, Distributor, etc.

Berlin Springer

Date of Publication, Distribution, etc.

1971

Specific Material Designation and Extent of Item

154 p.

Series Title

Lecture notes in operations research and mathematical economics, 43

Text of Note

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.- 1.1. The statistical model and notation.- 1.2. The problem of identification in a Bayesian context and the choice of prior distributions.- 2. The extended natural conjugate density and its properties.- 2.1. The extended natural conjugate density of all the parameters of the model.- 2.2. The extended natural conjugate density bearing on the parameters of a model with prior exclusion restrictions.- 2.3. Interpretation of the extended natural conjugate density.- 3. Posterior distributions of the structural parameters (?, ?-1).- 3.1. The joint a posteriori density of (?, ?-1).- 3.2. The marginal density function of ?.- 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.- 1.1. The model of Calicis.- 1.2. Two equations models for the Belgian beef market.- 1.3. The likelihood function and the a priori density function.- 1.4. A description of the sources of prior-information.- 1.5. The complete specification of the prior density function.- 2. The Posterior Analysis.- 2.1. The posterior distributions.- 2.2. Comments on the results of the posterior analysis.- Conclusions.- References.

Mathematical statistics

J.-A. Morales.

J -A Morales

Electronic name

[Book]

Y