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Introduction to Bayesian econometrics

著者: Edward Greenberg
出版商: Cambridge ; New York : Cambridge University Press, 2008.
版本/格式:   Print book : 英语查看所有的版本和格式
数据库:WorldCat
提要:
"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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材料类型: 互联网资源
文件类型: 书, 互联网资源
所有的著者/提供者: Edward Greenberg
ISBN: 9780521858717 0521858712
OCLC号码: 144598187
描述: xv, 205 pages : illustrations ; 27 cm
内容: 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.
责任: Edward Greenberg.
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This book introduces the increasingly popular Bayesian approach to statistics to graduates and advanced undergraduates.  再读一些...

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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 再读一些...

 
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