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Introduction to Bayesian econometrics

著者: Edward Greenberg
出版: Cambridge ; New York : Cambridge University Press, 2008.
エディション/フォーマット:   book_printbook : Englishすべてのエディションとフォーマットを見る
データベース:WorldCat
概要:
"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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資料の種類: インターネット資料
ドキュメントの種類: 図書, インターネットリソース
すべての著者/寄与者: Edward Greenberg
ISBN: 9780521858717 0521858712
OCLC No.: 144598187
物理形態: xv, 205 pages : illustrations ; 27 cm
コンテンツ: 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.
責任者: Edward Greenberg.
その他の情報:

概要:

This book introduces the increasingly popular Bayesian approach to statistics to graduates and advanced undergraduates.  続きを読む

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"This book provides an excellent introduction to Bayesian econometrics and statistics with many references to the recent literature that will be very helpful for students and others who have a good 続きを読む

 
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