A Bayesian experiment is defined by a unique probability on the product of the parameter space and the sample space. This joint probability determines a conditional independance relation which is used for a symmetrical analysis of sufficiency and ancillarity on the parameter and the sample....

We specify several variants of a structural econometric model explaining mortgage interest rates and loan sizes simultaneously. The models are estimated by simultaneous equation methods with a sample of loan files originated from a French mortgage lender. They yield estimates of the...

A vector stochastic process may be decomposed in to its expectation and a residual process. A linear dynamic model is defined by a set of dynamic linear relations constraining the 's given some conditioning variables and by the distribution of the process. This paper presents a strategy for the...

The paper of James Heckman is an extremely interesting survey of a huge literature on evaluation estimators with a special attention to matching estimation. The article essentially concentrates on models with two levels of treatment (1 for treated and 0 for non treated). My discussion will...