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EFFICIENT ESTIMATION WITH A PRIORI INFORMATION

EFFICIENT ESTIMATION WITH A PRIORI INFORMATION
Language:
Author: THOMAS J. ROTHENBERG
Url: http://cowles.econ.yale.edu/P/cm/m23/index.htm
Format: Pdf
Year: 1973
Category: Econometrics
Pages: 188
Clicks: 1024

Description
Contents: Estimation and Information; Exact Prior Information; Inexact Prior Information; Efficient Estimation of Simultaneous Equation Systems; The Value of Restrictions; The Bayesian Approach to Econometrics; The Value of Bayesian Structural Information.

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