Information processing and Bayesian analysis.

DOI10.1016/S0304-4076(01)00112-9zbMath1088.62521OpenAlexW2079334041MaRDI QIDQ1858924

Arnold Zellner

Publication date: 17 February 2003

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00112-9

zbMATH Keywords

information theoryBayes' theoremmaxentoptimal information processing

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (14)

Generalizing the standard product rule of probability theory and Bayes's theorem ⋮ Markov-switching model selection using Kullback-Leibler divergence ⋮ Entropy measure of credit risk in highly correlated markets ⋮ Some aspects of the history of Bayesian information processing ⋮ Evolution of forecast disagreement in a Bayesian learning model ⋮ Some Recent Developments in Econometric Inference ⋮ On dynamic generalized linear models with applications ⋮ Emergent and spontaneous computation of factor relationships from a large factor set ⋮ Statistical inference as a bargaining game ⋮ An entropic estimator for linear inverse problems ⋮ Eliciting vague but proper maximal entropy priors in Bayesian experiments ⋮ Optimal use of historical information ⋮ EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS ⋮ Information and entropy econometrics -- editor's view.

Cites Work

• Bayesian regression diagnostics with applications to international consumption and income data
• Rational Behavior under Complete Ignorance
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