Bayesian econometrics: past, present, and future

Arnold Zellner

A chapter in Bayesian Econometrics, 2008, pp 11-60 from Emerald Group Publishing Limited

Abstract: After briefly reviewing the past history of Bayesian econometrics and Alan Greenspan's (2004) recent description of his use of Bayesian methods in managing policy-making risk, some of the issues and needs that he mentions are discussed and linked to past and present Bayesian econometric research. Then a review of some recent Bayesian econometric research and needs is presented. Finally, some thoughts are presented that relate to the future of Bayesian econometrics.

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:eme:aecozz:s0731-9053(08)23001-x

DOI: 10.1016/S0731-9053(08)23001-X

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