内容

目次

Series Editors' Introduction vii Preface ix Chapter 1:Introduction 1 Chapter 2: The Bayesian Paradigm 7 2.1 Complete Models 102.2 Model Comparison and Averaging 16 2.3 Simulation 19 2.4 ModelEvaluation 23 Chapter 3: Prior Predictive Analysis and Model Evaluation34 3.1 Data and Models 35 3.2 Prior Predictive Analysis 47 3.3 Comparisonwith an Incomplete Model 71 3.4 Appendix: A Gaussian Copula for EvaluatingPredictive Densities of Vector Functions of Interest 84 Chapter 4:Incomplete Structural Models 86 4.1 The Essential Elements of DSGE Models 884.2 Strong Econometric Interpretation 95 4.3 Weak EconometricInterpretation 98 4.4 Minimal Econometric Interpretation 109 4.5Implications for Structural Modeling 118 Chapter 5: An Incomplete ModelSpace 122 5.1 Context and Motivation 123 5.2 Pools of Two Models 130 5.3Examples of Two-Model Pools 135 5.4 Pools of Multiple Models 142 5.5Multiple-Model Pools: An Example 150 5.6 Pooling and Model Improvement 1555.7 Consequences of an Incomplete Model Space 158 References 161