Posterior Simulators in Econometrics

明尼苏达大学约翰·F·格韦克-双子城SBR-9514865这项研究将在贝叶斯计量经济学领域进行，该领域使用先验来改进模型结果。这项研究分为三个部分。第一部分将尝试降低贝叶斯方法的计算难度。第二部分将调查贝叶斯结果可以通过重新加权公开并被其他研究人员重复使用的可能性。第三部分将探讨放宽分配假设的途径。贝叶斯估计非常困难，以至于大多数经济学家目前都不使用它。本研究的主旨是克服这些问题，以便更多的经济学家使用贝叶斯的结果和方法。

John F. Geweke University of Minnesota - Twin Cities SBR-9514865 This research will be in the area of Bayesian econometrics, which uses priors to improve model results. The research has three parts. The first part will attempt to make Bayesian methods computationally less difficult. The second part will investigate the possibility that Bayesian results can be made publically available and reused by other researchers through reweighting. The third part will explore ways of relaxing distributional assumptions. Bayesian estimation is sufficiently difficult such that most economists currently do not use it. The main thrust of this research is to overcome the problems so that more economists use Bayesian results and methods.