Bayesian Full Information Structural Analysis : with an Application to the Study of the Belgian Beef Market
by J.-A. Morales
I. Bayesian Full Information Analysis of the Simultaneous Equations Model -- 1. A review of the problem of identification in a Bayesian approach and the specifications of the prior density functions -- 2. The extended natural conjugate density and its properties -- 3. Posterior distributions of the structural parameters (?, ?-1) -- Appendix to Part I. Some properties of the Wishart density function and the matric variate-t-density function -- II. Empirical illustration of a Bayesian Full Information Analysis. The analysis of the Belgian beef market -- 1. The model and the a priori information -- 2. The Posterior Analysis -- Conclusions -- References.