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Bayesian analysis of job search model with varying reservation wages.January 2006 (has links)
Mak Ka-Yun. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 52-53). / Abstracts in English and Chinese. / Declaration --- p.i / Acknowledgement --- p.ii / Abstract --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Model --- p.5 / Chapter 2.1 --- Prototypal Job Search Model --- p.5 / Chapter 2.2 --- Job Search Model with Firing and Varying Reservation Wages --- p.8 / Chapter 2.3 --- Data and Likelihood --- p.13 / Chapter 2.4 --- Gibbs Sampling --- p.16 / Chapter 3 --- Example --- p.18 / Chapter 3.1 --- Data --- p.18 / Chapter 3.2 --- Complete-data Likelihood --- p.21 / Chapter 3.3 --- Prior Distribution --- p.22 / Chapter 3.3.1 --- Natural Conjugate Prior --- p.23 / Chapter 3.3.2 --- Proper Prior --- p.23 / Chapter 3.4 --- Posterior Distribution --- p.24 / Chapter 3.5 --- Setting Initial Values of Parameters --- p.25 / Chapter 3.6 --- Simulation Procedures --- p.27 / Chapter 3.6.1 --- Simulation Procedures for Natural Conjugate Prior Case --- p.28 / Chapter 3.6.2 --- Simulation Procedures for Proper Prior Case --- p.38 / Chapter 3.7 --- Output Analysis --- p.41 / Chapter 4 --- Discussion --- p.49 / References --- p.52
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