CFM 23

Thomas J. Rothenberg, Efficient Estimation with A Priori Information, Yale University Press, 1973 [4,912 kb] [Table of Contents]


Abstract: 

Preliminary Pages [i-viii]
Chapter
1 Estimation and Information [1]
2 Exact Prior Information [17]
3 Inexact Prior Information [43]
4 Efficient Estimation of Simultaneous Equation Systems [59]
5 The Value of Restrictions [94]
6 The Bayesian Approach to Econometrics [132]
7 The Value of Bayesian Structural Information [154]
References [173]
Index [177]