Using a likelihood perspective to sharpen econometric discourse: Three examples

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Orthogonal Parameters and Panel Data (2002, methodology): “Would it then be reasonable to use a more informative prior such as that suggested by Sims (2000)?”
Panel Vector Autoregressive Models: A Survey (2013, unknown): “Note that, if one wants to use the information present in the initial conditions for estimation (which could be very important when both N and T are short), a speci cation like the one suggested by Sims (2000), where a joint distribution for ( i; yi0) is a-priori speci ed, could be used.”
Trends and Cycles in China’s Macroeconomy (2016, unknown): “Likelihood-based estimation of system (27) is analogous to utilizing a large number of lagged variables as instrumental variables (Sims, 2000). The monthly data for gross output gives us 100 data points (excluding all the lagged variables)—a respectable degrees of freedom for estimation. We use the ”
Profit differentials and innovation (2005, methodology): “A more proper treatment of the initial conditions would require some extensions on the line of Sims (1998) that will be reported in our future work. Secondly, to obtain the joint posterior density of our parameters we have to combine the prior information previously described with the (conditional) ”