Bayesian econometrics

GPTKB entity

Statements (33)
Predicate Object
gptkbp:instanceOf gptkb:academic
branch of econometrics
gptkbp:appliesTo economic data
gptkbp:contrastsWith classical econometrics
https://www.w3.org/2000/01/rdf-schema#label Bayesian econometrics
gptkbp:notablePerson gptkb:Arnold_Zellner
gptkb:Tony_Lancaster
Gary Koop
John Geweke
gptkbp:notableWork Bayesian Econometrics (book by Gary Koop)
gptkbp:relatedTo gptkb:Bayesian_probability
econometric modeling
gptkbp:studies hypothesis testing
model selection
parameter estimation
forecasting
gptkbp:usedIn finance
macroeconomics
time series analysis
microeconomics
panel data analysis
structural modeling
gptkbp:uses gptkb:Metropolis-Hastings_algorithm
gptkb:Gibbs_sampling
gptkb:Markov_Chain_Monte_Carlo_methods
Bayesian statistics
Bayesian inference
computational methods
posterior distributions
likelihood functions
prior distributions
gptkbp:bfsParent gptkb:Arnold_Zellner
gptkbp:bfsLayer 7