Models, prior information, and Bayesian analysis

DOI10.1016/0304-4076(95)01768-2zbMATH Open0864.62014OpenAlexW2129158580MaRDI QIDQ1126460FDOQ1126460

Authors: 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

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zbMATH Keywords

linear regressionnonlinear regressionhierarchical modelsmaxentlikelihood functionsmodel formulationexampleshyperparametersmultinomial parametersautoregression modelsentropy-based methodsinformative prior densitiesmaximal data information prior densitiesprior oddstime-varying parameter models

Mathematics Subject Classification ID

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

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Cited In (19)

• An entropic estimator for linear inverse problems
• Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
• Objective prior distributions to estimate the parameters of the Poisson-exponential distribution
• Assessment of Prior Distributions based on Information Theory
• Constructing informative model priors using hierarchical methods
• Existence and characterization of conditional density projections
• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
• Revisiting prior distributions. II: Implications of the physical prior in maximum entropy analysis
• The role of beliefs in inference for rational expectations models
• Role of information in classical and Bayesian modelling
• Limited information likelihood and Bayesian analysis
• Eliciting vague but proper maximal entropy priors in Bayesian experiments
• Ordering univariate distributions by entropy and variance
• Bayesian analysis in moment inequality models
• Fully probabilistic design of hierarchical Bayesian models
• A simultaneous estimation and variable selection rule
• Title not available (Why is that?)
• Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
• Some Recent Developments in Econometric Inference

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