The Oxford Handbook of Bayesian Econometrics
Edited by John Geweke, Gary Koop, and Herman van Dijk
Author Information
John Geweke, Distinguished Professor, Economics Discipline Group, University of Technology Sydney,Gary Koop, Professor of Economics, University of Strathclyde,Herman van Dijk, Professor of Econometrics, Econometric Institute, Erasmus University Rotterdam and Econometrics Department, VU University Amsterdam
John Geweke received his PhD in economics from the University of Minnesota. He has been Professor of economics/ statistics at the University of Wisconsin, Duke University, the University of Minnesota, and the University of Iowa. He is co-editor of Journal of Econometrics, past co-editor of Journal of Applied Econometrics, and past editor of Journal of Business and Economic Statistics. He has published widely in econometrics and statistics, with major contributions to the analysis of time series and Bayesian econometrics. Professor Geweke is an elected fellow of the Econometric Society and the American Statistical Association and a past President of the International Society for Bayesian Analysis.
Gary Koop has published numerous articles in Bayesian econometrics and statistics in journals such as Journal of Econometrics, Journal of the American Statistical Association and the Journal of Business and Economic Statistics. He is an associate editor for several journals, including Journal of Econometrics and Journal of Applied Econometrics. He is the author of Bayesian Econometrics, Bayesian Econometric Methods, Introduction to Econometrics, Analysis of Economic Data, and Analysis of Financial Data.
Herman van Dijk received the Savage Prize for his PhD dissertation. His research interests are in Bayesian inference using simulation techniques, time series econometrics, and income distributions. He serves on the Editorial Board of major journals in econometrics. His publications consist of several books and more than 160 international scientific journal papers and reports.
Contributors:
Greg Allenby, Ohio State University
Gary Chamberlain, Harvard University
Siddhartha Chib, Washington University in St Louis
Marco Del Negro, Federal Reserve Bank of New York
John Geweke, University of Technology Sydney
Paolo Giordani, Swedish Central Bank.
Jim Griffin, University of Kent
Eric Jacquier, HEC Montreal
Robert Kohn, University of New South Wales
Gary Koop, University of Strathclyde
Mingliang Li, State University of New York at Buffalo
Michael Pitt, University of Warwick
Dale J. Poirier, University of California, Irvine
Nicholas G. Polson, Booth School of Business, University of Chicago
Fernando Pontificia, Universidad Católica de Chile
Peter E. Rossi, UCLA Anderson School of Management
Frank Schorfheide, University of Pennsylvania
Mark F.J. Steel, University of Warwick
Justin Tobias, Purdue University
Herman van Dijk, Erasmus University Rotterdam