Advances in Econometrics, Volume 23: Bayesian Econometrics

Michael K. Andersson and Sune Karlsson, Bayesian Forecast Combination for VAR Models

Veni Arakelian and Efthymios G. Tsionas, An Exact Analysis of the Consumption CAPM

Cathy W.S. Chen, Richard Gerlach, and Mike K.P. So, Bayesian Model Selection for Heteroskedastic Models

Siddhartha Chib and Liana Jacobi ,Calculating the Effect of a Randomized Intervention from Panel Data Subject to Noncompliance

Siddhartha Chib, Jennier Graves, Ivan Jeliazkov, and Mark Kutzbach, On the Fitting and Comparison of Models for Multivariate Ordinal Outcomes

Boris Choy and C.M. Chan, Bayesian Student-t Stochastic Volatility Models via a Two-Stage Scale Mixtures Representation

Deborah Gefang, Investigating nonlinear purchasing power parity during the post-Bretton Woods era - a Bayesian Exponential Smooth VECM Approach

Paolo Giordani and Robert Kohn, Adaptive Metropolis Hastings Sampling

Gary Koop, Parametric and Nonparametric Inference in Equilibrium Job Search Models

Gary Koop, Roberto Leon-Gonzalez, and Rodney Strachan, Bayesian Inference in a Cointegrating Panel Data Model

Dimitris Korobilis, Bayesian Estimation, Model Selection and Forecasting in the Dynamic Factor Model

Subal C. Kumbhakar and Nadine McCloud, Does Subsidy Drive Productivity? A Cross-Country Analysis of Nordic Dairy Farms

Arto Luoma and Jani Luoto, Bayesian Two-Stage Regression with Parametric Heteroscedasticity

William McCausland and Brahim Lgui, Bayesian Inference on Time-Varying Proportions

Murat K. Munkin and Pravin K. Trivedi, A Bayesian Analysis of a Sequential Probit Model with Endogenous Selection: Application to Dental Insurance Utilization

Christopher O'Donnell and Vanessa Rayner, Imposing Necessary Conditions for Stationarity on ARCH and GARCH models

Michiel D. de Pooter, Rene Segers, and Herman K. van Dijk, On the Practice of Bayesian Inference in Basic Economic Time Series Models Using Gibbs Sampling

Sylvie Tchumtchoua and Dipak K. Dey, Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models using Aggregate Data

Ariun Ishdorj, Helen H. Jensen and Justin Tobias, Intra-Household allocation and Consumption of WIC-Approved Foods: A Bayesian Approach

Arnold Zellner, Bayesian Econometrics: Past, Present and Future