Bayesian analysis in statistics and econometrics: essays in honor of Arnold Zellner
Información General
- Autores: Donald A. Berry (ed. lit.), Kathryn M. Chaloner (ed. lit.), John Geweke (ed. lit.)
- Editores: New York [etc.] : Wiley, 1996
- Año de publicación: 1996
- País: Estados Unidos
- Idioma: inglés
- ISBN: 0-471-11856-7
- Texto completo no disponible (Saber más ...)
Resumen
This book is a definitive work that captures the current state of knowledge of Bayesian Analysis in Statistics and Econometrics and attempts to move it forward. It covers such topics as foundations, forecasting inferential matters, regression, computation and applications.
Otros catálogos
- Citas a capítulos: 2 Citas
Listado de artículos
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PART I. FORECASTING AND PROBABILITY ASSESSMENT
Aggregating Forecasts: An Empirical Evaluation of Some Bayesian Methods
Robert T. Clemen, Steven K. Jones, Robert L. Winkler
págs. 3-14
Recursive Identification, Estimation, and Forecasting of Nonstationary Economic Time Series with Applications to GNP International Data
Antonio García Ferrer
, Juan Luis Hoyo Bernat , Alfonso Novales Cinca , Peter C. Youngpágs. 15-28
Algorithms for Conditional Probability Assessments
Angelo Gilio
págs. 29-40
A Comparison of Techniques for Forecasting Turning Points in Regional Employment Activity
James P. Lesage
págs. 41-52
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PART II. INFERENCE, ESTIMATION, AND PREDlCTION
págs. 55-66
Bayesian Analysis of Binary Data Subject to Misclassification
Michael Evans, Irwin Guttman, Y. Haitovsky, Tim Swartz
págs. 67-78
Using Prior Information in the Probit Model: Empirical Risks of Bayes, Empirical Bayes, and Stein Estimators
Lee C. Adkins, R. Carter Hill
págs. 79-90
Existence of Bayes Estimators for the Binomial Logit Model
Peter E. Rossi
págs. 91-100
págs. 101-114
Bayesian Estimation for the Bivariate Normal Distribution
Jeff A. Sloan, Sanjoy K. Sinha
págs. 115-128
Estimation of Median Income of Four-Person Families: A Bayesian Approach
G.S. Datta, Malay Ghosh, Narinder Nangia, K. Natarajan
págs. 129-140
Bayesian Inference in Dynamic Equilibrium Models: An Application to the Rational Expectations Model of the Term Structure
David N. DeJong, Charles H. Whiteman
págs. 141-152
Entropy and Cross-Entropy Procedures for Estimating Transition Probabilities from Aggregate Data
Tsoung-Chao Lee, George G. Judge
págs. 153-164
Bayesian Valuation with an Elicited Nonsymmetric Loss Function
Michael Cain, Christian Janssen
págs. 165-178
Information Theory and Bayesian Statistics
Ehsan S. Soofi
págs. 179-190
An Information- Theoretic Index of Risk in Financial Markets
Michael Stutzer
págs. 191-200
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PART III. REGRESSION, LINEAR MODELS, AND MULTIVARIATE ANALYSIS
págs. 203-214
Efficient Methods for Estimation and Testing with Seemingly Unrelated Regressions in the Presence of Latent Variables and Missing Observations
Xiao-Li Meng, Donald B. Rubin
págs. 215-228
págs. 229-242
Bayesian Analysis of ARMA Processes: Complete Sampling-Based Inference under Exact Likelihoods
John Marriott, Nalini Ravishanker, Alan E. Gelfand, Jeffrey Pai
págs. 243-256
Bayes Estimation and Detection of a Change in Prior Distribution of the Regression Parameter
Ashok K. Bansal, S. Chakravarty
págs. 257-266
Bayesian Nonparametric Regression: Smoothing Using Gibbs Sampling
Alaattin Erkanli, Ramanan Gopalan
págs. 267-278
págs. 279-288
págs. 289-298
Properties of Multivariate Cauchy and Poly-Cauchy Distributions with Bayesian g-Prior Applications
Gorui Bian, James M. Dickey
págs. 299-310
págs. 311-322
Posterior Moments of Scale Parameters in Elliptical Sampling Models
Jacek Osiewalski, Mark F. J. Steel
págs. 323-335
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PART IV. MODEL SELECTlON
Two Approaches to Bayesian Model Selection with Applications
Edward George
, Robert E. McCulloch, Ruey S. Tsaypágs. 339-348
Predictive Approaches to Model Selection
Joseph lbrahim, Purushottam W. Laud
págs. 349-358
Bayesian Detection of Structural Changes
G. S. Maddala, In-Moo Kim
págs. 359-370
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PART V. COMPUTATION
págs. 373-384
págs. 385-388
págs. 389-396
Numerical Evaluation of Information- Theoretic Measures
Peter Müller, Giovanni Parmigiani
págs. 397-406
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PART VI. APPLICATlONS
The Response of Residential Customers to Time-of-Use Electricity Rates in Israel
Dennis J. Aigner, M. Amit, Asher Tishler
págs. 409-422
An Approach to the Problem of Nonresponse in Sample Survey Using the Polya Posterior
Glen D. Meeden, Mark Bryan
págs. 423-432
Serapio Byekwaso, Nancy Flournoy, Johnny R. Johnson
págs. 433-442
Bayesian Analysis of the Federal Funds Rate as the Determinant of Interest Rates on Small and Large Loans
Richard A. L. Carter, Leonard Laudadio
págs. 443-455
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PART VII. RELIABILITY AND CLINICAL TRIALS
Entropy and Information in Reliability
Nozer D. Singpurwalla
págs. 459-470
Asymmetric Loss Functions for Estimating System Reliability
Ronald D. Thompson, Asit P. Basu
págs. 471-482
Bayesian Decision-Theoretic Phase II Clinical Trial Designs Using Asymmetric Loss
Clare A. Gnecco
págs. 483-492
Bradley P. Carlin, Thomas A. Louis
págs. 493-503
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PART VIII. FOUNDATIONS AND PHILOSOPHICAL ISSUES
págs. 507-514
The Effect of Partial-Ordering Utilities on Bayesian Design of Sequential Experirnents
James S. Hodges
págs. 515-526
Window Washing: A Subjective Bayesian Perspective of Diagnostic Checking
Dale J. Poirier
págs. 527-538
Structuring the Inferential Contest
Herold Dehling, T. K. Dijkstra, H. J. Guichelaar, W. Schaafsma, A. G. M. Steerneman, Tom Wansbeek, J. T. van der Zee
págs. 539-547
págs. 549-556
A Fair Minimax Theorem for Two-Person (Zero-Sum) Games Involving Finitely Additive Strategies
Mark J. Schervish, Teddy Seidenfeld
págs. 557-568
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