Parcourir Faculté des arts et des sciences – Département de sciences économiques par sujet "[JEL:C11] Mathématiques et méthodes quantitatives - Économétrie et méthodes statistiques; généralités - Analyse bayésienne"
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Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods
(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
(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
(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
(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 ...