Browsing Faculté des arts et des sciences – Département de sciences économiques by Subject "[JEL:C11] Mathématiques et méthodes quantitatives - Économétrie et méthodes statistiques; généralités - Analyse bayésienne"

Now showing items 1-4 of 4

  • Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods 

    McCausland, William J. (Université de Montréal. Département de sciences économiques., 2004)
    McCausland (2004a) describes a new theory of random consumer demand. Theoretically consistent random demand can be represented by a \"regular\" \"L-utility\" function on the consumption set X. The present paper is about Bayesian inference for regular ...

  • The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior 

    ENGLE-WARNICK, Jim; McCausland, William J.; MILLER, John H. (Université de Montréal. Département de sciences économiques., 2004)
    We introduce a procedure to infer the repeated-game strategies that generate actions in experimental choice data. We apply the technique to set of experiments where human subjects play a repeated Prisoner's Dilemma. The technique suggests that two types ...

  • Methods to Estimate Dynamic Stochastic General Equilibrium Models 

    Ruge-Murcia, Francisco (Université de Montréal. Département de sciences économiques., 2003)
    This paper employs the one-sector Real Business Cycle model as a testing ground for four different procedures to estimate Dynamic Stochastic General Equilibrium (DSGE) models. The procedures are: 1 ) Maximum Likelihood, with and without measurement ...

  • Time Reversibility of Stationary Regular Finite State Markov Chains 

    McCausland, William J. (Université de Montréal. Département de sciences économiques., 2004)
    We propose an alternate parameterization of stationary regular finite-state Markov chains, and a decomposition of the parameter into time reversible and time irreversible parts. We demonstrate some useful properties of the decomposition, and propose ...