Bayesian Econometrics
Bayesian Econometrics is a branch of econometrics that applies Bayesian principles of probability and inference to the estimation and testing of economic models, distinguishing itself by incorporating prior information into the analysis of data.
2.3K
Publications
183K
Citations
3.1K
Authors
1.3K
Institutions
Publications per year
2017–2026
462
2.3K
The theory and practice of econometrics
Journal of Macroeconomics · 1986 · 4.4K citations
Introduction to the Theory and Practice of Econometrics
Eric R. Ziegel, George G. Judge, Peter Hill et al. · Technometrics · 1989 · 2.2K citations
1–5 of 2.3K
3.1K
34
h-index
27
h-index
24
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19
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18
h-index
1–5 of 3.1K
1.3K
European Central Bank
Frankfurt am Main, Germany
37 h-index
90 publications
15.2K citations

National Bureau of Economic Research
Cambridge, United States
33 h-index
80 publications
10.3K citations
University of Chicago
Chicago, United States
32 h-index
62 publications
10.1K citations
Centre for Economic Policy Research
London, United Kingdom
32 h-index
64 publications
7.1K citations
Federal Reserve
Washington D.C., United States
26 h-index
71 publications
4.7K citations
University of Pennsylvania
Philadelphia, United States
25 h-index
38 publications
7.5K citations
Federal Reserve Board of Governors
Washington D.C., United States
25 h-index
67 publications
4.4K citations

University of Strathclyde
Glasgow, United Kingdom
24 h-index
33 publications
2.1K citations
1–8 of 1.3K
119 publications · 9.5K citations
52
h-index
Repository · 236 publications · 12.3K citations
50
h-index
86 publications · 11K citations
44
h-index
83 publications · 8.6K citations
41
h-index
JBES · 99 publications · 9.3K citations
40
h-index
1–5