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Bayesian econometrics

Author: Gary Koop
Publisher: Chichester : Wiley, 2006.
Edition/Format:   Print book : English : Repr. with corrView all editions and formats
Summary:
Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the  Read more...
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Genre/Form: Lehrbuch
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Gary Koop
ISBN: 0470845678 9780470845677
OCLC Number: 255780625
Description: XIV, 359 Seiten : Diagramme
Contents: Preface. 1. An Overview of Bayesian Econometrics. 2. The Normal Linear Regression Model with Natural Conjugate Prior and a Single Explanatory Variable. 3. The Normal Linear Regression Model with Natural Conjugate Prior and Many Explanatory Variables. 4. The Normal Linear Regression Model with Other Priors. 5. The Nonlinear Regression Model. 6. The Linear Regression Model with General Error Covariance Matrix. 7. The Linear Regression Model with Panel Data. 8. Introduction to Time Series: State Space Models. 9. Qualitative and Limited Dependent Variable Models. 10. Flexible Models: Nonparametric and Semi--Parametric Methods. 11. Bayesian Model Averaging. 12. Other Models, Methods and Issues. Appendix A: Introduction to Matrix Algebra. Appendix B: Introduction to Probability and Statistics. Bibliography. Index.
Responsibility: Gary Koop.
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Abstract:

Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of  Read more...

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