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)

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