Bayesian econometric methods
Koop, Gary.
creator
Poirier, Dale J.
Tobias, Justin L.
text
bibliography
enk
Cambridge
New York
Cambridge University Press
c2007
2007
monographic
eng
xxi, 357 p. : ill. ; 26 cm.
"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.
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.
general
Gary Koop, Dale J. Poirier, Justin L. Tobias.
Includes bibliographical references (p. 343-351) and index.
Economics
Econometrics
Bayesian statistical decision theory
HB139 .K6359 2007
330.01519542 KOB 2007
Econometric exercises ; 7
0521855713 (hardback)
9780521855716 (hardback)
0521671736 (pbk.)
9780521671736 (pbk.)
2006031157
http://www.worldcat.org/title/bayesian-econometric-methods/oclc/71581778&referer=brief_results
http://lib.ewubd.edu/ebook/3905
http://www.worldcat.org/title/bayesian-econometric-methods/oclc/71581778&referer=brief_results
http://lib.ewubd.edu/ebook/3905
DLC
060919
20190313134848.0
3905
eng