Posterior Simulators in Econometrics

John F. Geweke明尼苏达大学-双城SBR-9514865 这项研究将在贝叶斯计量经济学领域，它使用先验来改善模型结果。 研究分为三个部分。 第一部分将尝试使贝叶斯方法在计算上不那么困难。 第二部分将研究贝叶斯结果可以通过重新加权被其他研究人员重复使用的可能性。 第三部分将探讨放松分配假设的方法。 贝叶斯估计是非常困难的，以至于大多数经济学家目前不使用它。本研究的主要目的是克服这些问题，使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.