Bayesian analysis in statistics and econometrics: essays in honor of Arnold Zellner
A definitive work which captures the current state of knowledge in these disciplines and sheds new light on differences and similarities between the Bayesian and Frequentist approaches. Contains a collection of original papers dealing with such topics as inferential matters, the role of prior distributions, regression and related problems, model selection, computational issues, diverse types of applications, and much more.
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An Empirical Evaluation of Some
Recursive Identification Estimation and Forecasting
Algorithms for Conditional Probability Assessments
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1996 John Wiley algorithm Analysis in Statistics application approximation assessment Assoc assume autocorrelation average Bayes estimator Bayesian analysis Bayesian approach Bayesian estimate Bayesian inference calculations Cauchy census Chaloner chapter coefficient components computed conditional conjugate prior consider convergence cross-entropy data density data set defined denote discussed Econometrics Edited by Donald empirical Bayes entropy equations evaluated example financial entropy forecasts frequentist Gelfand Geweke Gibbs sampling given independent integration iteration J. R. Stat likelihood function Lindley linear models linear regression LINEX loss function marginal posterior MDIP measure median income methods Monte Carlo multivariate normal null observations obtained parameters population posterior density posterior distribution posterior mean posterior odds posterior probability predictive prior distribution prior information probit model problem procedure random regression model restrictions risk sampler Section simulation specified standard deviations Statistics and Econometrics Table Theorem univariate University variables variance vector Zellner zero