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Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo
Luc Bauwens
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Description for Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo
Paperback. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 120 pages, biography. BIC Classification: KCA; PBT. Category: (G) General (US: Trade). Dimension: 244 x 170 x 6. Weight in Grams: 235.
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, ... Read more
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, ... Read more
Product Details
Format
Paperback
Publication date
1984
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
120
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
114
Place of Publication
Berlin, Germany
ISBN
9783540133841
SKU
V9783540133841
Shipping Time
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Ref
99-15
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