Bayesian analysis in econometrics

DOI10.1016/0304-4076(88)90072-3zbMath0685.62090OpenAlexW2057118172MaRDI QIDQ1262067

Arnold Zellner

Publication date: 1988

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(88)90072-3

zbMATH Keywords

control problemsasymmetric loss functionprior and posterior probabilitieslearning modelestimation of Stein's n-meansJeffreys-Wrinch simplicity postulateprediction principleregression processessubjective concept of probabilityunity of science principle

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

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