EFFICIENT ESTIMATION
WITH A PRIORI INFORMATION
by
THOMAS J. ROTHENBERG
Yale University Press, New Haven and London
1973
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TABLE OF CONTENTS
Chapter
Page
Preliminary Pages
i
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