For a Bayesian approach to be useful, the priors and posteriors must be carefully interpreted to guarantee that the economic conclusions reached are justified: otherwise, the approach simply yields a set of summary statistics with little economic insight. The Bayesian approach to testing between different models of trend proposed in DeJong and Whiteman (1991) suffers from this shortcoming. 1
This paper develops a formal decision theoretic approach to testing for a unit root in economic time...
This paper is written in conjunction with the 3rd Bayesian econometrics meeting that took place at t...
In his paper “To Criticize the Critics” (1991), Peter Phillips discusses Bayesian methodology for ti...
textabstractThis paper is a comment on P. C. B. Phillips, `To criticise the critics: an objective Ba...
This paper examines several grounds for doubting the value of much of the special attention recently...
In many instances, Bayesian Econometrics offers a more natural interpretation of the results of a st...
This paper provides detailed responses to the following 8 discussants of my paper “To Criticize the ...
Some researchers, for example, Koop (1992), and Sims (1988), advocated for Bayesian alternatives to ...
Some researchers, for example, Koop (1992), and Sims (1988), advocated for Bayesian alternatives to ...
Some researchers, for example, Koop (1992), and Sims (1988), advocated for Bayesian alternatives to ...
We propose a posterior odds analysis in order to compare a random walk model with a first-order stat...
This study proposes the application of the Bayesian st and point and approach to economics and econo...
Abstract: Some researchers, for example, Koop [1], and Sims [2], have advocated for Bayesian alterna...
textabstractSeveral lessons learned from a Bayesian analysis of basic economic time series models by...
In the case of a flat prior, a conventional wisdom is that Bayesian inference may not be very differ...
This paper develops a formal decision theoretic approach to testing for a unit root in economic time...
This paper is written in conjunction with the 3rd Bayesian econometrics meeting that took place at t...
In his paper “To Criticize the Critics” (1991), Peter Phillips discusses Bayesian methodology for ti...
textabstractThis paper is a comment on P. C. B. Phillips, `To criticise the critics: an objective Ba...
This paper examines several grounds for doubting the value of much of the special attention recently...
In many instances, Bayesian Econometrics offers a more natural interpretation of the results of a st...
This paper provides detailed responses to the following 8 discussants of my paper “To Criticize the ...
Some researchers, for example, Koop (1992), and Sims (1988), advocated for Bayesian alternatives to ...
Some researchers, for example, Koop (1992), and Sims (1988), advocated for Bayesian alternatives to ...
Some researchers, for example, Koop (1992), and Sims (1988), advocated for Bayesian alternatives to ...
We propose a posterior odds analysis in order to compare a random walk model with a first-order stat...
This study proposes the application of the Bayesian st and point and approach to economics and econo...
Abstract: Some researchers, for example, Koop [1], and Sims [2], have advocated for Bayesian alterna...
textabstractSeveral lessons learned from a Bayesian analysis of basic economic time series models by...
In the case of a flat prior, a conventional wisdom is that Bayesian inference may not be very differ...
This paper develops a formal decision theoretic approach to testing for a unit root in economic time...
This paper is written in conjunction with the 3rd Bayesian econometrics meeting that took place at t...
In his paper “To Criticize the Critics” (1991), Peter Phillips discusses Bayesian methodology for ti...
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