Bayesian Full Information Analysis Of Simultaneous Equation Models Using Integration By Monte Carlo

de L. Bauwens 

eBook
Bertrand.pt - Bayesian Full Information Analysis Of Simultaneous Equation Models Using Integration By Monte Carlo
idioma: Inglês
Editor: Springer Berlin Heidelberg
Edição: dezembro de 2012
10%
59,61€
Poupe 5,96€ (10%) Cartão Leitor Bertrand
Disponibilidade Imediata
EBOOK PARA ADOBE DIGITAL EDITIONS (ADE)

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.

Da mesma coleção

Dial-A-Ride Problems In Transportation Service
10%
131,84€ 118,66€
Springer Nature Switzerland
eBook
Advanced Mathematical Methods For Economic Efficiency Analysis
10%
10% Cartão Leitor Bertrand
145,09€
Poupe 14,51€
Springer International Publishing
eBook
Bayesian Full Information Analysis Of Simultaneous Equation Models Using Integration By Monte Carlo
de L. Bauwens 
ISBN:
9783642455780
Ano de edição:
12-2012
Editor:
Springer Berlin Heidelberg
Idioma:
Inglês
Tipo de Produto:
eBook
Formato:
PDF para ADE i
EAN:
9783642455780
X
O QUE É O CHECKOUT EXPRESSO?

O ‘Checkout Expresso’ utiliza os seus dados habituais (morada e/ou forma de envio, meio de pagamento e dados de faturação) para que a sua compra seja muito mais rápida. Assim, não tem de os indicar de cada vez que fizer uma compra. Em qualquer altura, pode atualizar estes dados na sua ‘Área de Cliente’.

Para que lhe sobre mais tempo para as suas leituras.