Sobre información, antecedentes, econometría y modelos económicos
This paper attempts to reconcile all inferential methods which by maximizing a criterion functional produce non - informative and informative priors. In particular, Good' s (1968) Minima x Evidence Priors, MEP, Zellner's (1971) Maxima l Data Information Priors, MDIP, and Bernardo's (...
| 主要作者: | , , |
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| 格式: | Online |
| 語言: | 英语 |
| 出版: |
El Colegio de México, A.C.
1999
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| 主題: | |
| 在線閱讀: | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/229 |
| 機構: |
Estudios Económicos |
| authentication_code | dc |
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| _version_ | 1844256682366992384 |
| author | Venegas Martínez, Francisco De Alba, Enrique Ordorica Mellado, Manuel |
| author_facet | Venegas Martínez, Francisco De Alba, Enrique Ordorica Mellado, Manuel |
| author_sort | Venegas Martínez, Francisco |
| category_str_mv |
"Bolivia", "hyperinflation", "economic crisis", "Bolivia", "hiperinflación", "crisis económica"
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| collection | OJS |
| description |
This paper attempts to reconcile all inferential methods which by maximizing a criterion functional produce non - informative and informative priors. In particular, Good' s (1968) Minima x Evidence Priors, MEP, Zellner's (1971) Maxima l Data Information Priors, MDIP, and Bernardo's (1979) Reference Priors, RP, are seen as special cases of maximizing a more general criterion functional. In a unifying approach Good-Bernardo-Zellner priors are introduced and applied to a number of Bayesian inference procedures which are useful in economic research, such as the Kalman Filter and the Normal Linear Model. We also use the GoodBernardo-Zellner distributions in several economic models.
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| format | Online |
| id | oai:oai.estudioseconomicos.colmex.mx:article-229 |
| index_str_mv | CONAHCYT LATINDEX PKP Index DORA Redalyc Scielo México Handbook of Latin American Studies (HLAS) JSTOR Dialnet HAPI Ulrich’s International Periodicals Directory Google Scholar IBSS Gale OneFile: Informe Académico Global Issues in Context InfoTracCustom Cengage Learning EconLit Índice bibliográfico Publindex RePEc The Journal of Economic Literature |
| journal | Estudios Económicos |
| language | eng |
| publishDate | 1999 |
| publisher | El Colegio de México, A.C. |
| record_format | ojs |
| Terms_governing_use_and_reproduction_note | Copyright (c) 2018 Estudios Económicos |
| data_source_entry/ISSN | Estudios Económicos de El Colegio de México; 27-vol. 14, no. 1, january-june, 1999; 53-86 Estudios Económicos de El Colegio de México; 27-vol. 14, núm. 1, enero-junio, 1999; 53-86 0186-7202 0188-6916 |
| spelling | oai:oai.estudioseconomicos.colmex.mx:article-2292023-02-20T23:44:21Z On information, priors, econometrics, and economic modeling Sobre información, antecedentes, econometría y modelos económicos Venegas Martínez, Francisco De Alba, Enrique Ordorica Mellado, Manuel Good-Bernardo-Zellner distributions distribuciones a proiori distribuciones de Good-Bernardo-Zellner This paper attempts to reconcile all inferential methods which by maximizing a criterion functional produce non - informative and informative priors. In particular, Good' s (1968) Minima x Evidence Priors, MEP, Zellner's (1971) Maxima l Data Information Priors, MDIP, and Bernardo's (1979) Reference Priors, RP, are seen as special cases of maximizing a more general criterion functional. In a unifying approach Good-Bernardo-Zellner priors are introduced and applied to a number of Bayesian inference procedures which are useful in economic research, such as the Kalman Filter and the Normal Linear Model. We also use the GoodBernardo-Zellner distributions in several economic models. Se busca reconciliar aquellos métodos inferenciales que a través de la maximización de una funcional producen distribuciones a priori no-informativas e informativas. En particular, las distribuciones a priori de Evidencia Mini - max (Good, 1968), las de Máxima Información de los Datos (Zellner, 1971) y las de Referencia (Bernardo, 1979) son vistas como casos especiales de la maximización de un criterio más general. Bajo un enfoque unificador se presentan las distribuciones a priori de Good-Bemardo-Zellner, que aplicamos en varios métodos de inferencia Bayesiana útiles en investigación económica. Asimismo, utilizamos las distribuciones de Good-Bernardo-Zellner en varios modelos económicos. El Colegio de México, A.C. 1999-01-01 info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion application/pdf https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/229 10.24201/ee.v14i1.229 Estudios Económicos de El Colegio de México; 27-vol. 14, no. 1, january-june, 1999; 53-86 Estudios Económicos de El Colegio de México; 27-vol. 14, núm. 1, enero-junio, 1999; 53-86 0186-7202 0188-6916 eng https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/229/231 Copyright (c) 2018 Estudios Económicos |
| spellingShingle | Good-Bernardo-Zellner distributions distribuciones a proiori distribuciones de Good-Bernardo-Zellner Venegas Martínez, Francisco De Alba, Enrique Ordorica Mellado, Manuel Sobre información, antecedentes, econometría y modelos económicos |
| title | Sobre información, antecedentes, econometría y modelos económicos |
| title_alt | On information, priors, econometrics, and economic modeling |
| title_full | Sobre información, antecedentes, econometría y modelos económicos |
| title_fullStr | Sobre información, antecedentes, econometría y modelos económicos |
| title_full_unstemmed | Sobre información, antecedentes, econometría y modelos económicos |
| title_short | Sobre información, antecedentes, econometría y modelos económicos |
| title_sort | sobre informacion antecedentes econometria y modelos economicos |
| topic | Good-Bernardo-Zellner distributions distribuciones a proiori distribuciones de Good-Bernardo-Zellner |
| topic_facet | Good-Bernardo-Zellner distributions distribuciones a proiori distribuciones de Good-Bernardo-Zellner |
| url | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/229 |
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