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Introduction to Bayesian econometrics

Autor Edward Greenberg
Vydavatel: Cambridge ; New York : Cambridge University Press, 2008.
Vydání/formát:   book_printbook : EnglishZobrazit všechny vydání a formáty
Databáze:WorldCat
Shrnutí:
"This concise textbook is an introduction to econometrics from the Bayesian viewpoint. It begins with an explanation of the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It then turns to the definitions of the likelihood function, prior distributions, and posterior distributions. It explains how posterior distributions are
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Detaily

Typ materiálu: Internetový zdroj
Typ dokumentu: Book, Internet Resource
Všichni autoři/tvůrci: Edward Greenberg
ISBN: 9780521858717 0521858712
OCLC číslo: 144598187
Popis: xv, 205 pages : illustrations ; 27 cm
Obsahy: Basic concepts of probability and inference --
Posterior distributions and inference --
Prior distributions --
Classical simulation --
Basics of Markov chains --
Simulation by MCMC methods --
Linear regression and extensions --
Multivariate responses --
Time series --
Endogenous covariates and sample selection --
Appendix A : Probability distributions and Matrix theorems --
Appendix B : Computer programs for MCMC calculations.
Odpovědnost: Edward Greenberg.
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This book introduces the increasingly popular Bayesian approach to statistics to graduates and advanced undergraduates.  Přečíst více...

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