02930cam a2200445 a 4500
3905
BD-DhEWU
20190313134848.0
060919s2007 enka g b 001 0 eng d
2006031157
0521855713 (hardback)
9780521855716 (hardback)
0521671736 (pbk.)
9780521671736 (pbk.)
(OCoLC)ocm71581778
(OCLC)71581778
DLC
DLC
DLC
BD-DhEWU
eng
eng
HB139
.K6359 2007
330.01519542
22
KOB 2007
Koop, Gary.
19885
Bayesian econometric methods /
Gary Koop, Dale J. Poirier, Justin L. Tobias.
Cambridge ;
New York :
Cambridge University Press,
c2007.
xxi, 357 p. :
ill. ;
26 cm.
Econometric exercises ;
7
19886
Includes bibliographical references (p. 343-351) and index.
TOC
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.
"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.
Economics
Econometrics.
19887
Bayesian statistical decision theory.
2787
Poirier, Dale J.
19888
Tobias, Justin L.
19889
WorldCat details
http://www.worldcat.org/title/bayesian-econometric-methods/oclc/71581778&referer=brief_results
E-book Fulltext
http://lib.ewubd.edu/ebook/3905
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