Complete and incomplete econometric models.

MaRDI QIDQ3557989zbMATH OpenFDO

Authors John Geweke

Publication date 29 April 2010

zbMATH Keywords

Bayesian inferenceincomplete structural modelsprior predictive analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to game theory, economics, and finance (91-00) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Economic time series analysis (91B84)

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• Equilibrium heterogeneous-agent models as measurement tools: some Monte Carlo evidence
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• Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
• The econometrics of economic policy. Papers from the conference held in Fiesole, Italy, October 1995
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• Estimation of a functional single index model with dependent errors and unknown error density
• Combining VAR and DSGE forecast densities
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• Managing the inflation-output trade-off with public debt portfolios
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