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</p><p>Bayesian Econometrics</p><p>Arnold Zellner</p><p>Econometrica, Vol. 53, No. 2. (Mar., 1985), pp. 253-269.</p><p>&nbsp; </p><p>Bayesian Implementation</p><p>Mathew O. Jackso</p><p>Econometrica, Vol. 59, No. 2. (Mar., 1991), pp. 461-477.</p><p>&nbsp; </p><p>Virtual Bayesian Implementation</p><p>John Duggan</p><p>Econometrica, Vol. 65, No. 5. (Sep., 1997), pp. 1175-1199.</p><p>&nbsp; </p><p>Bayesian Elicitation Diagnostics</p><p>Edward E. Leamer</p><p>Econometrica, Vol. 60, No. 4. (Jul., 1992), pp. 919-942.</p><p>&nbsp; </p><p>Bayesian Analysis of Haavelmo's Models</p><p>V. K. Chetty</p><p>Econometrica, Vol. 36, No. 3/4. (Jul. - Oct., 1968), pp. 582-602.</p><p>&nbsp; </p><p>Bayesian Vector Autoregressions with Stochastic Volatility</p><p>Harald Uhlig</p><p>Econometrica, Vol. 65, No. 1. (Jan., 1997), pp. 59-73.</p><p>&nbsp; </p><p>Correlated Equilibrium as an Expression of Bayesian Rationality</p><p>Robert J. Aumann</p><p>Econometrica, Vol. 55, No. 1. (Jan., 1987), pp. 1-18.</p><p>&nbsp; </p><p>Bayesian Inference in Econometric Models Using Monte Carlo Integration</p><p>John Geweke</p><p>Econometrica, Vol. 57, No. 6. (Nov., 1989), pp. 1317-1339.</p><p>&nbsp; </p><p>Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods</p><p>Gregory C. Chow</p><p>Econometrica, Vol. 41, No. 1. (Jan., 1973), pp. 109-118.</p><p>&nbsp; </p><p>An Asymtotic Theory of Bayesian Inference for Time Series</p><p>Peter C. B. Phillips; Werner Ploberger</p><p>Econometrica, Vol. 64, No. 2. (Mar., 1996), pp. 381-412.</p><p>&nbsp; </p><p>贝叶斯定理(Bayes theorem),是概率论中的一个结果,它跟随机变量的条件概率以及边缘概率分布有关。在有些关于概率的解说中,贝叶斯定理(贝叶斯更新)能够告知我们如何利用新证据修改已有的看法。</p><p>通常,事件A在事件B(发生)的条件下的概率,与事件B在事件A的条件下的概率是不一样的;然而,这两者是有确定的关系,贝叶斯定理就是这种关系的陈述。作为一个规范的原理,贝叶斯定理对于所有概率的解释是有效的;然而,频率主义者和贝叶斯主义者对于在应用中概率如何被赋值有着不同的看法:&nbsp;频率主义者根据随机事件发生的频率,或者总体样本里面的个数来赋值概率;贝叶斯主义者要根据未知的命题来赋值概率。一个结果就是,贝叶斯主义者有更多的机会使用贝叶斯定理。本文深度讨论了这些争论。</p><p>&nbsp; </p><p>&nbsp; </p><p>【典藏下载系列2】世界顶尖计量经济学著作集锦:</p><p>&nbsp; </p><p>http://www.pinggu.org/bbs/thread-257614-1-1.html&nbsp;</p>
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