J.-F. Richard

Posterior and Predictive Densities for Simultaneous Equation Models

• Broschiertes Buch

Produktdetails

• Lecture Notes in Economics and Mathematical Systems 90
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-06525-8
• 1973.
• Seitenzahl: 236
• Erscheinungstermin: 30. November 1973
• Englisch
• Abmessung: 244mm x 170mm x 13mm
• Gewicht: 414g
• ISBN-13: 9783540065258
• ISBN-10: 3540065253
• Artikelnr.: 25058654

Inhaltsangabe

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.