Bayesian econometrics is a branch of econometrics which applies Bayesian principles to economic modelling. Bayesianism is based on a degree-of-belief interpretation...

In statistics and econometrics, Bayesian vector autoregression (BVAR) uses Bayesian methods to estimate a vector autoregression (VAR) model. BVAR differs...

Drèze's work on Bayesian Econometrics (see also [61]) and expounds complementarities between economic theory, decision theory, econometrics and mathematical...

Bayesian inference (/ˈbeɪziən/ BAY-zee-ən or /ˈbeɪʒən/ BAY-zhən) is a method of statistical inference in which Bayes' theorem is used to update the probability...

theorem Bayesian – disambiguation Bayesian average Bayesian brain Bayesian econometrics Bayesian experimental design Bayesian game Bayesian inference...

Bayesian econometrics – Branch of econometrics Bayesian efficiency – Analog of Pareto efficiency for situations with incomplete information Bayesian epistemology –...

consistency. Applied econometrics uses theoretical econometrics and real-world data for assessing economic theories, developing econometric models, analysing...

Bayesian structural time series (BSTS) model is a statistical technique used for feature selection, time series forecasting, nowcasting, inferring causal...

Gary (2003). "Model Comparison: The Savage–Dickey Density Ratio". Bayesian Econometrics. Somerset: John Wiley & Sons. pp. 69–71. ISBN 0-470-84567-8. Wagenmakers...

(2004). An Introduction to Modern Bayesian Econometrics. Oxford: Blackwell. ISBN 1-4051-1720-6. Lee, Peter M. (2004). Bayesian Statistics : An Introduction...

Bayesian linear regression is a type of conditional modeling in which the mean of one variable is described by a linear combination of other variables...

British-American Bayesian econometrician. He was the Herbert H. Goldberger Professor Emeritus at Brown University and a fellow of the Econometric Society from...

In statistics, the Bayesian information criterion (BIC) or Schwarz information criterion (also SIC, SBC, SBIC) is a criterion for model selection among...

applications in various fields, including econometrics, Bayesian statistics, life testing. In econometrics, the (k, θ) parameterization is common for...

Professor Emeritus at the Econometric Institute of the Erasmus University Rotterdam, known for his contributions in the field of Bayesian analysis. Van Dijk...

Distributions to Represent 'Knowing Little'". An Introduction to Bayesian Inference in Econometrics. New York: John Wiley & Sons. pp. 41–53. ISBN 0-471-98165-6...

(Econometrics and Statistics Software) – comprehensive econometrics and statistics package SigmaStat – package for group analysis Simul – econometric tool...

Veronika Ročková (born 1985) is a Bayesian statistician. Born in Czechoslovakia, and educated in the Czech Republic, Belgium, and the Netherlands, she...

Econometrics, and the Econometric Theory. Yu's research concentrates on stochastic volatility models, continuous-time models, Bayesian econometrics,...

the fields of Bayesian probability and econometrics. Zellner contributed pioneering work in the field of Bayesian analysis and econometric modeling. Zellner...

"Econometrics Beat: Dave Giles' Blog: Micronumerosity". Econometrics Beat. Retrieved 3 September 2023. Goldberger,(1964), A.S. (1964). Econometric Theory...

utility function. An alternative way of formulating an estimator within Bayesian statistics is maximum a posteriori estimation. Suppose an unknown parameter...

and Practice of Econometrics (Second ed.). Wiley. pp. 890–892. ISBN 978-0-471-08277-4. Gujarati, Damodar N. (2002). Basic Econometrics (Fourth ed.). McGraw...

Statistics and Econometrics Models. Cambridge University Press. p. 161. ISBN 0-521-40551-3. Kane, Edward J. (1968). Economic Statistics and Econometrics. New York...

"Chapter 17: Bayesian Approaches to Cointegration". In Mills, T.C.; Patterson, K. (eds.). Handbook of Econometrics Vol.1 Econometric Theory. Palgrave...

Introduction to Bayesian Econometrics. Denison, David G. T.; Holmes, Christopher C.; Mallick, Bani K.; Smith, Adrian F. M. (2002) Bayesian Methods for Nonlinear...

are the Effects of Fiscal Policy Shocks?" (PDF). Journal of Applied Econometrics. 24 (6): 960–992. doi:10.1002/jae.1079. S2CID 547059. ——— (2005). "What...

ISBN 0-387-98502-6. Zellner, Arnold (1971). An Introduction to Bayesian Inference in Econometrics. New York: Wiley. pp. 13–14. ISBN 0-471-98165-6. Billingsley...

2139/ssrn.2983919 Kmenta, Jan (1986). "Latent Variables". Elements of Econometrics (Second ed.). New York: Macmillan. pp. 581–587. ISBN 978-0-02-365070-3...

is mapped to a monetary loss. Leonard J. Savage argued that using non-Bayesian methods such as minimax, the loss function should be based on the idea...