| 当代贝叶斯计量经济学分析框架与展望 |
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| 引用本文： | 李小胜,夏玉华. 当代贝叶斯计量经济学分析框架与展望[J]. 财贸研究, 2007, 18(6): 29-33 |
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| 作者姓名： | 李小胜 夏玉华 |
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| 作者单位： | 1. 厦门大学,福建,厦门,361005;安徽财经大学,安徽,蚌埠,361005
2. 厦门大学,福建,厦门,361005 |
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| 摘 要： | 随着贝叶斯理论的发展和计算机模拟等数值计算技术的提高,贝叶斯计量经济学开始迅速发展起来。本文通过对经典学派与贝叶斯学派进行比较,简要回顾了贝叶斯计量经济学的发展历程,并从八个方面对贝叶斯计量经济学研究过程中的分析框架进行说明,最后进行了展望。
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| 关 键 词： | 贝叶斯计量 先验分布 后验分布 伸缩性 |
| 收稿时间： | 2007-08-15 |
| 修稿时间： | 2007-08-15 |
The Framework of Contemporary Bayesian Econometrics Analysis and Its Outlook |
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| LI Xiao-sheng,XIA Yu-hua. The Framework of Contemporary Bayesian Econometrics Analysis and Its Outlook[J]. Finance and Trade Research, 2007, 18(6): 29-33 |
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| Authors: | LI Xiao-sheng XIA Yu-hua |
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| Abstract: | Along with the development of Bayesian theory and the advancement of computer simulation, Bayesian econometrics develops rapidly.This paper compares the classical and Bayesian school of thought, and briefly reviews Bayesian econometrics develpoment courses. In the end, it analyzes its framework from eight aspects and its outlook. |
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| Keywords: | Bayesian econometrics prior distribution posterior distribution shrinkage |
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