02703cam a2200385 a 45000010005000000030009000050050017000140080041000310100017000720200026000890200029001150200022001440200025001660350023001910350019002140400033002330410008002660500023002740820031002971000016003282450082003442600065004263000034004914400031005255040064005565050616006205200794012365260014020306500018020446500042020627000021021047000022021258560117021478560053022643905BD-DhEWU20190313134848.0060919s2007 enka g b 001 0 eng d a 2006031157 a0521855713 (hardback) a9780521855716 (hardback) a0521671736 (pbk.) a9780521671736 (pbk.) a(OCoLC)ocm71581778 a(OCLC)71581778 aDLCcDLCdDLCdBD-DhEWUbeng aeng00aHB139b.K6359 200700a330.01519542222bKOB 20071 aKoop, Gary.10aBayesian econometric methods /cGary Koop, Dale J. Poirier, Justin L. Tobias. aCambridge ;aNew York :bCambridge University Press,cc2007. axxi, 357 p. :bill. ;c26 cm. 0aEconometric exercises ;v7 aIncludes bibliographical references (p. 343-351) and index. tTOCa Preface; 1. The subjective interpretation of probability; 2. Bayesian inference; 3. Point estimation; 4. Frequentist properties of Bayesian estimators; 5. Interval estimation; 6. Hypothesis testing; 7. Prediction; 8. Choice of prior; 9. Asymptotic Bayes; 10. The linear regression model; 11. Basics of Bayesian computation; 12. Hierarchical models; 13. The linear regression model with general covariance matrix; 14. Latent variable models; 15. Mixture models; 16. Bayesian model averaging and selection; 17. Some stationary time series models; 18. Some nonstationary time series models; Appendix; Index. a
"This book is a volume in the Econometric Exercises series. It teaches principles of Bayesian econometrics by posing a series of theoretical and applied questions, and providing detailed solutions to those questions. This text is primarily suitable for graduate study in econometrics, though it can be used for advanced undergraduate courses, and should generate interest from students in related fields, including finance, marketing, agricultural economics, business economics, and other disciplines that employ statistical methods. The book provides a detailed treatment of a wide array of models commonly employed by economists and statisticians, including linear regression-based models, hierarchical models, latent variable models, mixture models, and time series models."--Jacket. aEconomics 0aEconometrics. 0aBayesian statistical decision theory.1 aPoirier, Dale J.1 aTobias, Justin L.423WorldCat detailsuhttp://www.worldcat.org/title/bayesian-econometric-methods/oclc/71581778&referer=brief_results423E-book Fulltextuhttp://lib.ewubd.edu/ebook/3905