Publication Type
Transcript
Version
publishedVersion
Publication Date
9-2022
Abstract
Modern days, Bayesian methods have gained prominence in theoretical work and applications in economics and finance due to the rapid development of computational technologies and their ability to learn. The special issue intends to examine central aspects in Bayesian analysis and applications, including prior choices, model selection with massive data and latent variables, hypothesis testing, Bayesian learning. In total, this special issue contains ten papers, all subject to the Journal of Econometrics (JOE)’s normal refereeing process. Most of these papers came from a conference held at the ESSEC Singapore campus on 10 December 2018.
Discipline
Econometrics | Finance
Research Areas
Econometrics
Publication
Journal of Econometrics
Volume
230
Issue
1
First Page
1
Last Page
2
ISSN
0304-4076
Identifier
10.1016/j.jeconom.2021.12.004
Publisher
Elsevier: 24 months
Citation
Jun YU.
Bayesian methods in economics and finance: Editor's introduction. (2022). Journal of Econometrics. 230, (1), 1-2.
Available at: https://ink.library.smu.edu.sg/soe_research/2621
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
http://doi.org/10.1016/j.jeconom.2021.12.004