Bayesian econometrics and forecasting. (With comments)

DOI10.1016/S0304-4076(00)00046-4MaRDI QIDQ1841081zbMATH OpenOpenAlexWikidataFDO

Authors John Geweke

Publication date 20 May 2001

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

Full work available at URL https://doi.org/10.1016/s0304-4076(00)00046-4

zbMATH Keywords

prediction

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3569699 (Why is no real title available?)
• scientific article; zbMATH DE number 1099382 (Why is no real title available?)
• scientific article; zbMATH DE number 3106184 (Why is no real title available?)
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Equation of state calculations by fast computing machines
• Methods of reducing sample size in Monte Carlo computations
• Sampling-Based Approaches to Calculating Marginal Densities
• Simulation-based inference in econometrics. Methods and applications
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Using simulation methods for bayesian econometric models: inference, development,and communication

Cited in

(16)

• Bayesian forecasting
• Forecasting -- looking back and forward: paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam
• scientific article; zbMATH DE number 1834013 (Why is no real title available?)
• scientific article; zbMATH DE number 3862229 (Why is no real title available?)
• Predictive ability with cointegrated variables
• Handbook of economic forecasting. Volume 1
• Bayesian econometrics: past, present, and future
• Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
• A Bayesian approach to dynamic macroeconomics
• DOES IT PAY FOR WOMEN TO VOLUNTEER?
• A priori information and Bayesian forecasting in transfer function models
• Decision-based methods for forecast evaluation
• The Bayesian method of moments (BMOM) in some aggregation problems in econometrics
• 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

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