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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Bayesian econometrics ： ウィキペディア英語版 Bayesian econometrics Bayesian econometrics is a branch of econometrics which applies Bayesian principles to economic modelling. Bayesianism is based on a degree-of-belief interpretation of probability, as opposed to a relative-frequency interpretation. The Bayesian principle relies on Bayes' theorem which states that the probability of B conditional on A is the ratio of joint probability of A and B divided by probability of B. Bayesian econometricians assume that coefficients in the model have prior distributions. This approach was first propagated by Arnold Zellner.〔Greenberg, Edward. Introduction to Bayesian econometrics. Cambridge University Press, 2012.〕 == References == * Tony Lancaster (2004) ''An Introduction to Modern Bayesian Econometrics'', Blackwell Publishing. ISBN 1-4051-1720-6 * Gary Koop, Dale J. Poirier, Justin L. Tobias (2007) ''Bayesian Econometric Methods'', Cambridge University Press. ISBN 0-521-85571-3 * Zellner, A. (1996) ''An Introduction to Bayesian Inference in Econometrics'', Wiley. ISBN 0-471-16937-4 (reprint of 1971 edition) 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Bayesian econometrics」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.