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Title
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Room
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* Bayesian Methods in Economics and Marketing
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H-Grand Salon E
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Date / Time
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Sponsor
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Type
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08/09/2001
10:30 AM
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12:20 PM
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Section on Bayesian Stat. Sciences*
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Topic Contributed
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Organizer:
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Dongchu Sun, University of Missouri-Columbia
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Chair:
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Siddhartha Chib, Washington University
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Discussant:
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11:55 AM - John Robertson, Federal Reserve Bank of Atlanta
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Floor Discussion
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12:10 PM
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Description
The session includes 4 speakers and a discussant. The topics include modeling stock market, mutual fund, impose responses. The univariate and multivariate autogressive models are used. Bayesian hierarchical models under subjective and objective priors are developed to solve complicated practical problems. Markov chain Monte Carlo methods are widely used for finding the Bayesian estimators and marginal posterior densities.
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