Bayesian analysis in econometrics and statistics: essays in honour of Harold Jeffreys
Gespeichert in:
Format: | Buch |
---|---|
Sprache: | English |
Veröffentlicht: |
Amsterdam [u.a.]
North-Holland Publ.
1980
|
Schriftenreihe: | Studies in Bayesian econometrics
1 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | Festschrift Harold Jeffreys |
Beschreibung: | X, 474 S. graph. Darst. |
ISBN: | 0444852700 |
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490 | 1 | |a Studies in Bayesian econometrics |v 1 | |
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Datensatz im Suchindex
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adam_text |
BAYESIAN ANALYSIS IN
ECONOMETRICS AND STATISTICS
Essays in honor of Harold Jeffreys
Edited by
ARNOLD ZELLNER
NORTH-HOLLAND PUBLISHING COMPANY-AMSTERDAM-NEW YORK OXFORD
CONTENTS
Introduction to the series v
Acknowledgements xi
1. Arnold Zellner, Introduction 1
I. APPRECIATIONS OF JEFFREYS'S CONTRIBUTIONS 11
2. Seymour Geisser, The contributions of Sir Harold Jeffreys to
Bayesian inference 13
3. Irving J. Good, The contributions of Jeffreys to Bayesian
statistics 21
4. Dennis V. Lindley, Jeffreys's contribution to modern statisti-
cal thought 35
II. ASSESSMENT AND DISCUSSION OF PRIOR
DISTRIBUTIONS 41
5. Edwin T. Jaynes, Marginalization and prior probabilities 43
6. A. Philip Dawid, Mervyn Stone and James V. Zidek,
Comments on Jaynes's paper, "Marginalization and prior
probabilities" 79
7. Edwin T. Jaynes, Reply to Dawid, Stone and Zidek 83
8. Joseph B. Kadane, Predictive and structural methods for
eliciting prior distributions 89
9. Robert L. Winkler, Prior information, predictive distri-
butions, and Bayesian model-building 95
Vlll
Contents
III. ADVERSARY PREPOSTERIOR ANALYSIS
10. Paul H. Jackson, Melvin R. Novick and Dennis F. DeKeyrel,
Adversary preposterior analysis for simple parametric
models
11. George G. Woodworth, Numerical evaluation of preposterior
expectations in the two-parameter normal model, with an
application to preposterior concensus analysis
IV. BAYESIAN ANALYSIS AND ECONOMIC THEORY
12. Sanford J. Grossman, Rational expectations and the econ-
ometric modeling of markets subject to uncertainty: A
Bayesian approach
13. Richard M. Cyert and Morris H. DeGroot, Learning applied
to utility functions
14. Edward C. Prescott and Robert M. Townsend, Equilibrium
under uncertainty: Multiagent statistical decision theory
V. APPLICATIONS OF BAYESIAN ANALYSIS
15. Robert B. Miller, Actuarial applications of Bayesian
statistics
16. Hiroki Tsurumi, A Bayesian estimation of structural shifts by
gradual switching regressions with an application to the US
gasoline market
17. Arnold Zellner and Anne D. Williams, Bayesian analysis of
the Federal Reserve-MIT-Penn model's Almon lag con-
sumption function
VI. ANALYSES OF SELECTED TIME SERIES PROBLEMS
18. Steven C. Hillmer and George C. Tiao, Smoothing of time
series' from a Bayesian viewpoint
111
113
133
141
143
159
169
195
197
213
241
269
271
19. Paul Newbold, Bayesian estimation of Box-Jenkins transfer
function-noise models
281
Contents ix
VII. BAYESIAN ANALYSES OF INTERDEPENDENT
ECONOMETRIC MODELS 297
20. Jacques H. Dreze and Juan-Antonio Morales, Bayesian full
information analysis of simultaneous equations 299
21. Teun Kloek and Herman K. van Dijk, Bayesian estimates of
equation system parameters: An application of integration
by Monte Carlo 311
VIII. SELECTED INFERENCE PROBLEMS 331
22. James M. Dickey, Approximate coherence for regression
model inference - With a new analysis of Fisher's Broadbalk
Wheatfield example 333
23. Stephen E. Fienberg, Linear and quasi-linear Bayes
estimators 355
24. Seymour Geisser, A predictivistic primer 363
25. Bruce M. Hill, Invariance and robustness of the posterior
distribution of characteristics of a finite population, with
reference to contingency tables and the sampling of species 383
26. Irving J. Good, Explicativity: A mathematical theory of ex-
planation with statistical applications 397
IX. BAYESIAN COMPUTER PROGRAMS 427
27. S. James Press, Bayesian computer programs 429
X. CLOSING COMMENTS 443
28. Vasant S. Huzurbazar, Bayesian inference and invariant prior
probabilities 445
29. Harold Jeffreys, Some general points in probability theory 451
Appendix: Recent programs of the NBER-NSF Seminar on Bayesian
Inference in Econometrics 455
X
Author index
Subject index
Contents
467
471 |
any_adam_object | 1 |
building | Verbundindex |
bvnumber | BV001128626 |
callnumber-first | H - Social Science |
callnumber-label | HB139 |
callnumber-raw | HB139 |
callnumber-search | HB139 |
callnumber-sort | HB 3139 |
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dewey-sort | 3330 11 282 |
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discipline | Mathematik Wirtschaftswissenschaften |
format | Book |
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spelling | Bayesian analysis in econometrics and statistics essays in honour of Harold Jeffreys ed. by Arnold Zellner Amsterdam [u.a.] North-Holland Publ. 1980 X, 474 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Studies in Bayesian econometrics 1 Festschrift Harold Jeffreys Jeffreys <Sir Harold, 1891-> Jeffreys, Harold <Sir, 1891-> Statistique bayésienne Économétrie Bayesian statistical decision theory Econometrics Bayes-Verfahren (DE-588)4204326-8 gnd rswk-swf Statistische Entscheidungstheorie (DE-588)4077850-2 gnd rswk-swf Entscheidungstheorie (DE-588)4138606-1 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4016928-5 Festschrift gnd-content Ökonometrie (DE-588)4132280-0 s Entscheidungstheorie (DE-588)4138606-1 s DE-604 Statistische Entscheidungstheorie (DE-588)4077850-2 s Bayes-Verfahren (DE-588)4204326-8 s Zellner, Arnold Sonstige oth Jeffreys, Harold hnr Studies in Bayesian econometrics 1 (DE-604)BV000011425 1 Digitalisierung UB Augsburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000677309&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Bayesian analysis in econometrics and statistics essays in honour of Harold Jeffreys Studies in Bayesian econometrics Jeffreys <Sir Harold, 1891-> Jeffreys, Harold <Sir, 1891-> Statistique bayésienne Économétrie Bayesian statistical decision theory Econometrics Bayes-Verfahren (DE-588)4204326-8 gnd Statistische Entscheidungstheorie (DE-588)4077850-2 gnd Entscheidungstheorie (DE-588)4138606-1 gnd Ökonometrie (DE-588)4132280-0 gnd |
subject_GND | (DE-588)4204326-8 (DE-588)4077850-2 (DE-588)4138606-1 (DE-588)4132280-0 (DE-588)4143413-4 (DE-588)4016928-5 |
title | Bayesian analysis in econometrics and statistics essays in honour of Harold Jeffreys |
title_auth | Bayesian analysis in econometrics and statistics essays in honour of Harold Jeffreys |
title_exact_search | Bayesian analysis in econometrics and statistics essays in honour of Harold Jeffreys |
title_full | Bayesian analysis in econometrics and statistics essays in honour of Harold Jeffreys ed. by Arnold Zellner |
title_fullStr | Bayesian analysis in econometrics and statistics essays in honour of Harold Jeffreys ed. by Arnold Zellner |
title_full_unstemmed | Bayesian analysis in econometrics and statistics essays in honour of Harold Jeffreys ed. by Arnold Zellner |
title_short | Bayesian analysis in econometrics and statistics |
title_sort | bayesian analysis in econometrics and statistics essays in honour of harold jeffreys |
title_sub | essays in honour of Harold Jeffreys |
topic | Jeffreys <Sir Harold, 1891-> Jeffreys, Harold <Sir, 1891-> Statistique bayésienne Économétrie Bayesian statistical decision theory Econometrics Bayes-Verfahren (DE-588)4204326-8 gnd Statistische Entscheidungstheorie (DE-588)4077850-2 gnd Entscheidungstheorie (DE-588)4138606-1 gnd Ökonometrie (DE-588)4132280-0 gnd |
topic_facet | Jeffreys <Sir Harold, 1891-> Jeffreys, Harold <Sir, 1891-> Statistique bayésienne Économétrie Bayesian statistical decision theory Econometrics Bayes-Verfahren Statistische Entscheidungstheorie Entscheidungstheorie Ökonometrie Aufsatzsammlung Festschrift |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000677309&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV000011425 |
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