Introduction to Bayesian Econometrics

By Liana Jacobi. 2009

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Bayesian Quantile Regression for Ordinal Models (2016, methodology): “Table 1 reports the MCMC results obtained from 12,000 iterations, after a burn-in of 3,000 iterations, along with the inefficiency factors calculated using the batch-means method (see Greenberg 2012).”
Bayesian forecasting in economics and finance: A modern review (2022, background): “In addition to Geweke (2005) and West and Harrison (2006) as cited above, some examples are Zellner (1971), Koop (2003) and Robert (2007).”
The Determinants of Economic Growth in European Regions (2014, background): “In contrast to standard linear regression analysis, where analytical expressions for all necessary quantities exist (for example, KOOP, 2003), the integrated likelihood for the SARmodel still depends on the spatial parameter ρ.”
Spatial filtering, model uncertainty and the speed of income convergence in Europe (2013, background): “On the other hand, the 3For a textbook introduction to BMA, see for instance Koop (2003), chapter 11.”