Bayesian econometrics and forecasting. (With comments)

DOI10.1016/S0304-4076(00)00046-4zbMath0996.62099OpenAlexW1523193234WikidataQ127909419 ScholiaQ127909419MaRDI QIDQ1841081

John F. 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

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

Related Items (5)

Predictive ability with cointegrated variables ⋮ Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture ⋮ Optimal prediction pools ⋮ DOES IT PAY FOR WOMEN TO VOLUNTEER? ⋮ The power of tests of predictive ability in the presence of structural breaks

Cites Work

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• 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

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