Bayesian econometrics: past, present, and future

After briefly reviewing the past history of Bayesian econometrics and Alan Greenspan's (2004) recent description of his use of Bayesian methods in managing policy-making risk, some of the issues and needs that he mentions are discussed and linked to past and present Bayesian econometric research. Then a review of some recent Bayesian econometric research and needs is presented. Finally, some thoughts are presented that relate to the future of Bayesian econometrics.

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Year of publication:	2008
Authors:	Zellner, Arnold
Published in:	Bayesian econometrics. - Bingley, U.K : Emerald, ISBN 978-1-84855-309-5. - 2008, p. 11-60
Subject:	Ökonometrie \| Econometrics \| Bayes-Statistik \| Bayesian inference \| Theorie \| Theory

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Type of publication:	Article
Language:	English
Other identifiers:	10.1016/S0731-9053(08)23001-X [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015383645