Buch, Englisch, Band 90, 226 Seiten, Format (B × H): 170 mm x 244 mm, Gewicht: 415 g
Buch, Englisch, Band 90, 226 Seiten, Format (B × H): 170 mm x 244 mm, Gewicht: 415 g
Reihe: Lecture Notes in Economics and Mathematical Systems
ISBN: 978-3-540-06525-8
Verlag: Springer Berlin Heidelberg
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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.
