[分享]Bayesian Econometrics: Past, Present and Future1

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<p> 270748.pdf (268.97 KB)

2008-11-26 19:55:00 上传

[分享]Bayesian Econometrics: Past, Present and Future1

</p><p>Arnold Zellner</p><p>After briefly reviewing the past history of Bayesian econometrics and Alan<br/>Greenspan’s (2004) recent description of his use of Bayesian methods in managing<br/>policy-making risk, some of the issues and needs that he mentions are discussed and<br/>linked to past and present Bayesian econometric research. Then a review of some<br/>recent Bayesian econometric research and needs is presented. Last, some thoughts are<br/>presented that relate to the future of Bayesian Econometrics.<br/>Keywords: Bayesian econometrics; historical developments; current methodological<br/>problems; future needs and possible developments.</p><p><br/></p>

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