عنوان

Bayesian full information structural analysis:

شابک

3540054170

شابک

9783540054177

شماره

b538016

عنوان اصلي

Bayesian full information structural analysis:

نام عام مواد

[Book]

ساير اطلاعات عنواني

with an application to the Belgian beef market

نام نخستين پديدآور

J.-A. Morales.

نام ناشر، پخش کننده و غيره

Berlin Springer

تاریخ نشرو بخش و غیره

1971

نام خاص و کميت اثر

154 p.

عنوان فروست

Lecture notes in operations research and mathematical economics, 43

متن يادداشت

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.

موضوع مستند نشده

Mathematical statistics

مستند نام اشخاص تاييد نشده

J.-A. Morales.

مستند نام اشخاص تاييد نشده

J -A Morales

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y