Using Simulation Methods for Bayesian Econometric Models
Using Simulation Methods for Bayesian Econometric Models
复制标题
使用贝叶斯计量经济学模型的模拟方法
DOI：
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发表时间：
1999
期刊：
影响因子：
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通讯作者：
John Geweke
中科院分区：
文献类型：
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作者：
John Geweke
本文探讨了计量经济学中主观贝叶斯推理的基本原理及其使用后验模拟方法的实现。重点是模型的组合和预测分布的开发。该论文展示了后验模拟器如何一方面促进调查人员（例如计量经济学家）与远程客户（例如决策者）之间的沟通，使客户能够改变调查人员所使用的先验分布和感兴趣的函数。
This paper surveys the fundamental principles of subjective Bayesian inference in econometrics and their implementation using posterior simulation methods. The emphasis is on the combination of models and the development of predictive distributions. The paper shows how posterior simulators can facilitate communication between investigators (for example, econometricians) on the one hand and remote clients (for example, decision makers) on the other, enabling clients to vary the prior distributions and functions of interest employed by investigators.