Models, prior information, and Bayesian analysis

DOI10.1016/0304-4076(95)01768-2zbMath0864.62014OpenAlexW2129158580MaRDI QIDQ1126460

Arnold Zellner

Publication date: 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01768-2

zbMATH Keywords

nonlinear regressionlinear regressionexampleshierarchical modelsmaxentlikelihood functionsmodel formulationhyperparametersmultinomial parametersautoregression modelsentropy-based methodsinformative prior densitiesmaximal data information prior densitiesprior oddstime-varying parameter models

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

Related Items (13)

Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers ⋮ The role of beliefs in inference for rational expectations models ⋮ Some Recent Developments in Econometric Inference ⋮ Bayesian analysis in moment inequality models ⋮ Bayesian estimation of the tail index of a heavy tailed distribution under random censoring ⋮ The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches ⋮ An entropic estimator for linear inverse problems ⋮ Eliciting vague but proper maximal entropy priors in Bayesian experiments ⋮ A simultaneous estimation and variable selection rule ⋮ Fully probabilistic design of hierarchical Bayesian models ⋮ EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS ⋮ Ordering univariate distributions by entropy and variance ⋮ Limited information likelihood and Bayesian analysis

Cites Work

• Papers on probability, statistics and statistical physics. Ed. by R. D. Rosenkrantz.
• Maximum entropy estimation of density and regression functions
• Maximum entropy and Bayesian methods. Proceedings of the 8th workshop, Cambridge, England, August 1-5, 1988
• Information Theory and Statistical Mechanics
• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
• A new look at the Bayes procedure
• Maximum Entropy for Hypothesis Formulation, Especially for Multidimensional Contingency Tables
• Some definitions of finiteness: Corrigenda
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Models, prior information, and Bayesian analysis