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Titel: Bayesian Inference and Decision Techniques: ...

Verlag: Elsevier Science Ltd

Erscheinungsdatum: 1986

Einband: Hardcover

Zustand: Good

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The primary objective of this volume is to describe the impact of Professor Bruno de Finetti's contributions on statistical theory and practice, and to provide a selection of recent and applied research in Bayesian statistics and econometrics. Included are papers (all previously unpublished) from leading econometricians and statisticians from several countries. Part I of this book relates most directly to de Finetti's interests whilst Part II deals specifically with the implications of the assumption of finitely additive probability. Parts III & IV discuss applications of Bayesian methodology in econometrics and economic forecasting, and Part V examines assessment of prior parameters in specific parametric setting and foundational issues in probability assessment. The following section deals with state of the art for comparing probability functions and gives an assessment of prior distributions and utility functions. In Parts VII & VIII are a collection of papers on Bayesian methodology for general linear models and time series analysis (the most often used tools in economic modelling), and papers relevant to modelling and forecasting.

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Bayesian Inference and Decision Techniques: Essays in Honor of Bruno De Finetti (Studies in Bayesian Econometrics and Statistics, Vol 6)

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