The Thirtieth NBER-NSF Seminar on Bayesian Inference in Econometrics

Arranged by Robert Litterman and Arnold Zellner
Federal Reserve Bank of Minneapolis
Economics and Statistics Departments, University of Minnesota
   
Meeting Time: Friday and Saturday, May 17-18, 1985
Meeting Place: Federal Reserve Bank of Minneapolis
250 Marquette Avenue
Minneapolis, Minnesota 55480
   
Friday, May 17
8:30 a.m. Comparing Alternative Models
  “Simultaneous Equations Model Selection—A Bayesian Approach”
Terrence Kinal and Kajal Lahiri, SUNY–Albany
  “Comparing Alternative Dynamic Models of Production”
Peter Rossi, Northwestern University
10:30 a.m. Time Series
  “Bayesian Seasonal Adjustment”
Edwin T. Jaynes, Washington University
  “Estimating Functions of Sparse Time Series”
Robert B. Miller, University of Wisconsin
  “A Time Series Measure of Federal Reserve Policy”
Robert Litterman, Federal Reserve Bank of Minneapolis
12:00 p.m. Lunch
1:30 p.m. Special Topics
  “Artificial Intelligence and Bayesian Statistical Analysis”
George T. Duncan, Carnegie-Mellon University
  “Preference Reversals and the Independence Axiom”
Charles A. Holt, University of Virginia
  “Bayesian Interpolation as an Aid to Nonlinear Maximization”
Christopher A. Sims, University of Minnesota
3:30 p.m. Predictive PDFs and Forecasting
  “A Study of Mixture-Lognormal and Mixture-Normal Forms for the Forecast Distribution of GNP: A Data Analysis According to the Operational-Subjective Statistical Method”
Frank Lad, Federal Reserve Board
  “A Bayesian Predictive Density for the Mean Squared Errors of Prediction of a Linear Model”
Hiroki Tsurumi, Rutgers University
  “Forecasting with Bayesian State Space Models”
Richard Highfield, University of Chicago
5:00 p.m. Cocktails
6:00 p.m. Dinner
  John Pratt, Harvard Business School, will lead a discussion of nonparametric Bayesian inference prompted by recent papers by Persi Diaconis and David Freedman on the consistency of Bayes estimates
   
Saturday, May 18
8:30 a.m. Inference Problems
  “A Bayesian Implementation of One-way Analysis of Variance and Multiple Comparisons”
William DuMouchel, MIT
  “Bayesian Robust Estimation of the Mean”
Jessica Utts, Stanford, and Wesley Johnson, University of California at Davis
  “Weak Group Models”
C. Villegas, Simon Fraser University
10:30 a.m. Computers and Numerical Integration
  “Exact Inferences About Principal Components and Related Quantities Using Posterior Distributions Calculated By Simulation”
Robert E. Kass, Carnegie-Mellon University
  “Bootstrap Methods Using Prior Information”
John F. Monahan, North Carolina State University
  “Posterior Moments Computed by Mixed Integration”
Herman K. van Dyk, Erasmus University, Rotterdam
12:15 p.m. Business luncheon

 

 
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