Bayesian Inference and Decision Techniques
Essays in Honour of Bruno De Finetti
Elsevier (Publisher)
Published in June 1986
Book
Hardback
508 pages
978-0-444-87712-3 (ISBN)
Description
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 Included are papers (all previously unpublished) from leading econometricians and statisticians from several countries.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.
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 Included are papers (all previously unpublished) from leading econometricians and statisticians from several countries.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.
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.
More details
Series
Language
English
Place of publication
Oxford
United Kingdom
Publishing group
Elsevier Science & Technology
Target group
College/higher education
Professional and scholarly
Illustrations
Illustrations, 1port.
Dimensions
Height: 230 mm
Width: 150 mm
ISBN-13
978-0-444-87712-3 (9780444877123)
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Schweitzer Classification
Content
Introduction. On de Finetti's Contribution. Contributors: E.T. Jaynes, L. Piccinato. Finite Additivity. Contributors: B.M. Hill, J.B. Kadane, D. Lane, M.J. Schervish, T. Seidenfeld. Bayesian Methodology in Economics and Econometrics. Contributors: H. Akaike, Y. Haitovsky, T. Kloek, R.B. Litterman, H.K. van Dijk. Selected Bayesian Techniques. Contributors: B.C. Arnold, S.J. Brown, R.W. Klein, S.J. Press. Probability Assessment. Contributors: A.P. Dawid, J.M. Dickey, M. Goldstein, J.B. Kadane, E.E. Leamer, A. Zellner. Utility and Subjective Probability Assessment. Contributors: M.H. De Groot, S.E. Fienberg, C. Hildreth, C.A. Holt, Jr., G. Klein, G.J. Knowles, S. Mahesh, H. Moskowitz, A. Ravindran, R.L. Winkler. Analysis of Time Series and General Linear Models. Contributors: L.D. Broemeling, C.-f. Chen, K.R. Kadiyala, D. Oberhelman, W. Polasek, S. Shaarawy. Modeling and Forecasting. Contributors: M.K. Clayton, A.P. Dawid, R.B. Gathercole, S. Geisser, D.E. Jennings, J.Q. Smith. Experimentation and Optimal Search. Contributors: W.-C.Chen, M.H. De Groot, D.V. Lindley. Bayesian and Non-Bayesian Interaction. Contributor: J. Berger. Author Index. Subject Index.