Bayesian Econometrics: 23 - Rilegato

Rilegato

ISBN 10: 1848553080 ISBN 13: 9781848553088

Casa editrice: Emerald Group Pub Ltd, 2008

Riassunto

"Bayesian Econometrics" illustrates the scope and diversity of modern applications, reviews some recent advances, and highlights many desirable aspects of inference and computations. It begins with an historical overview by Arnold Zellner who describes key contributions to development and makes predictions for future directions. In the second paper, Giordani and Kohn makes suggestions for improving Markov chain Monte Carlo computational strategies. The remainder of the book is categorized according to microeconometric and time-series modeling. Models considered include an endogenous selection ordered probit model, a censored treatment-response model, equilibrium job search models and various other types. These are used to study a variety of applications for example dental insurance and care, educational attainment, voter opinions and the marketing share of various brands and an aggregate cross-section production function. Models and topics considered include the potential problem of improper posterior densities in a variety of dynamic models, selection and averaging for forecasting with vector autoregressions, a consumption capital-asset pricing model and various others. Applications involve U.S. macroeconomic variables, exchange rates, an investigation of purchasing power parity, data from London Metals Exchange, international automobile production data, and data from the Asian stock market.

Su questo libro

L'autore

Gary Koop is Professor of Economics at the University of Glasgow.

Product Description

Book by Siddhartha Chib Gary Koop Bill Griffiths Dek Terre

Dettagli dell?edizione

• Editore: Emerald Group Pub Ltd
• Data di pubblicazione: 2008
• ISBN 10: 1848553080
• ISBN 13: 9781848553088
• Rilegatura: Copertina rigida
• Lingua: Inglese
• Numero di pagine: 643
• Redattore: Chib Siddhartha, Griffiths William, Koop Gary, Terrell Dek
• Contatto del produttore: non disponibile