Bayesian econometrics and forecasting. (With comments)
From MaRDI portal
Publication:1841081
DOI10.1016/S0304-4076(00)00046-4zbMath0996.62099MaRDI QIDQ1841081
Publication date: 20 May 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
62P20: Applications of statistics to economics
62M20: Inference from stochastic processes and prediction
62F15: Bayesian inference
Related Items
DOES IT PAY FOR WOMEN TO VOLUNTEER?, Predictive ability with cointegrated variables, The power of tests of predictive ability in the presence of structural breaks, Optimal prediction pools, Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Cites Work
- Sampling-Based Approaches to Calculating Marginal Densities
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
- Using simulation methods for bayesian econometric models: inference, development,and communication
- Equation of State Calculations by Fast Computing Machines
- Methods of Reducing Sample Size in Monte Carlo Computations
- Simulation-based Inference in Econometrics
- Unnamed Item
- Unnamed Item
- Unnamed Item