Analysis of variance for Bayesian inference

DOI10.1080/07474938.2013.807182MaRDI QIDQ5080446zbMATH OpenOpenAlexFDO

Authors Gianni Amisano, John Geweke

Publication date 31 May 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/153842

zbMATH Keywords

informationpredictionsimulationextrinsic varianceintrinsic variance

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• An introduction to modern Bayesian econometrics.
• Complete and incomplete econometric models.
• Contemporary Bayesian Econometrics and Statistics
• Probabilistic Prediction
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• The Surprise Index for the Multivariate Normal Distribution

Cited in

(6)

• Proper likelihoods for Bayesian analysis
• Confronting model misspecification in macroeconomics
• Objective Bayesian comparison of constrained analysis of variance models
• ON THE ANALYSIS OF VARIANCE FOR BETA – BINOMIA
• Decomposing posterior variance
• Posterior distributions for functions of variance components

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