Using simulation methods for bayesian econometric models: inference, development,and communication
نویسندگان
چکیده
منابع مشابه
Using Simulation Methods for Bayesian Econometric Models: Inference, Development, and Communication
This paper surveys the fundamental principles of subjective Bayesian inference in econometrics and the implementation of those principles using posterior simulation methods. The emphasis is on the combination of models and the development of predictive distributions. Moving beyond conditioning on a fixed number of completely specified models, the paper introduces subjective Bayesian tools for f...
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ژورنال
عنوان ژورنال: Econometric Reviews
سال: 1999
ISSN: 0747-4938,1532-4168
DOI: 10.1080/07474939908800428