BAYESIAN ECONOMETRICS: The First Twenty Years
回顾了贝叶斯推断在计量经济学中最初二十年的应用历史，分析了其兴起原因、应用方式、解决的问题及成果，指出贝叶斯方法虽追随主流计量经济学发展，但通过不同视角深化了对建模问题的理解。
This paper sketches the history of how Bayesian inference was adopted and utilized in econometrics during its first 20 years. It focuses on the causes of the Bayesian movement, the ways in which Bayesian inference was applied, the problems that the application was intended to solve, and the results achieved. It shows that Bayesian research has largely followed mainstream econometric development as far as the major econometric ideas and methods are concerned and that Bayesian reformulation of mainstream econometrics has nevertheless helped in deepening econometricians' understanding of many modeling problems by presenting them from a different angle.