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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo: 232 (Lecture Notes in Economics and Mathematical Systems) - Tapa blanda
Sinopsis
In their review of the "Bayesian analysis of simultaneous equation systems", Dr~ze and Richard (1983) - hereafter DR - express the following viewpoint about the present state of development of the Bayesian full information analysis of such sys tems i) the method allows "a flexible specification of the prior density, including well defined noninformative prior measures"; ii) it yields "exact finite sample posterior and predictive densities". However, they call for further developments so that these densities can be eval uated through 'numerical methods, using an integrated software packa~e. To that end, they recommend the use of a Monte Carlo technique, since van Dijk and Kloek (1980) have demonstrated that "the integrations can be done and how they are done". In this monograph, we explain how we contribute to achieve the developments suggested by Dr~ze and Richard. A basic idea is to use known properties of the porterior density of the param eters of the structural form to design the importance functions, i. e. approximations of the posterior density, that are needed for organizing the integrations.
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In their review of the "Bayesian analysis of simultaneous equation systems", Dr~ze and Richard (1983) - hereafter DR - express the following viewpoint about the present state of development of the Bayesian full information analysis of such sys tems i) the method allows "a flexible specification of the prior density, including well defined noninformative prior measures"; ii) it yields "exact finite sample posterior and predictive densities". However, they call for further developments so that these densities can be eval uated through 'numerical methods, using an integrated software packa~e. To that end, they recommend the use of a Monte Carlo technique, since van Dijk and Kloek (1980) have demonstrated that "the integrations can be done and how they are done". In this monograph, we explain how we contribute to achieve the developments suggested by Dr~ze and Richard. A basic idea is to use known properties of the porterior density of the param eters of the structural form to design the importance functions, i. e. approximations of the posterior density, that are needed for organizing the integrations.
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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo (Lecture Notes in Economics and Mathematical Systems, 232, Band 232)
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Springer Berlin Heidelberg, 1984
ISBN 10: 3540133844
ISBN 13: 9783540133841
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Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo.
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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo
Publicado por
Springer Berlin Heidelberg, 1984
ISBN 10: 3540133844
ISBN 13: 9783540133841
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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo (Lecture Notes in Economics and Mathematical Systems, 232)
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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo
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Springer Berlin Heidelberg, 1984
ISBN 10: 3540133844
ISBN 13: 9783540133841
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - In their review of the 'Bayesian analysis of simultaneous equation systems', Dr~ze and Richard (1983) - hereafter DR - express the following viewpoint about the present state of development of the Bayesian full information analysis of such sys tems i) the method allows 'a flexible specification of the prior density, including well defined noninformative prior measures'; ii) it yields 'exact finite sample posterior and predictive densities'. However, they call for further developments so that these densities can be eval uated through 'numerical methods, using an integrated software packa~e. To that end, they recommend the use of a Monte Carlo technique, since van Dijk and Kloek (1980) have demonstrated that 'the integrations can be done and how they are done'. In this monograph, we explain how we contribute to achieve the developments suggested by Dr~ze and Richard. A basic idea is to use known properties of the porterior density of the param eters of the structural form to design the importance functions, i. e. approximations of the posterior density, that are needed for organizing the integrations. Nº de ref. del artículo: 9783540133841
Cantidad disponible: 1 disponibles
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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo
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Springer Berlin Heidelberg, 1984
ISBN 10: 3540133844
ISBN 13: 9783540133841
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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo
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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo (Lecture Notes in Economics and Mathematical Systems)
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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo
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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo
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Springer Berlin Heidelberg, Springer Berlin Heidelberg Sep 1984, 1984
ISBN 10: 3540133844
ISBN 13: 9783540133841
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In their review of the 'Bayesian analysis of simultaneous equation systems', Dr~ze and Richard (1983) - hereafter DR - express the following viewpoint about the present state of development of the Bayesian full information analysis of such sys tems i) the method allows 'a flexible specification of the prior density, including well defined noninformative prior measures'; ii) it yields 'exact finite sample posterior and predictive densities'. However, they call for further developments so that these densities can be eval uated through 'numerical methods, using an integrated software packa~e. To that end, they recommend the use of a Monte Carlo technique, since van Dijk and Kloek (1980) have demonstrated that 'the integrations can be done and how they are done'. In this monograph, we explain how we contribute to achieve the developments suggested by Dr~ze and Richard. A basic idea is to use known properties of the porterior density of the param eters of the structural form to design the importance functions, i. e. approximations of the posterior density, that are needed for organizing the integrations.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 128 pp. Englisch. Nº de ref. del artículo: 9783540133841
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