Bayesian Econometric Methods (Econometric Exercises)

Koop, Gary,Poirier, Dale J.,Tobias, Justin L.

ISBN 10: 0521671736 / ISBN 13: 9780521671736

Editore: Cambridge University Press, 2007

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Codice articolo S_444851820

Dati bibliografici

• Titolo: Bayesian Econometric Methods (Econometric Exercises)
• Editore: Cambridge University Press
• Data di pubblicazione: 2007
• Lingua: Inglese
• ISBN 10: 0521671736
• ISBN 13: 9780521671736
• Rilegatura: paperback
• Condizione: Good

Descrizione articolo

Riassunto

This book aims to teach Bayesian econometrics by providing a wide range of solved exercises.

Informazioni sugli autori

Gary Koop is Professor of Economics at the University of Strathclyde. He has published numerous articles in Bayesian econometrics and statistics in journals such as Journal of Econometrics, Journal of the American Statistical Association and the Journal of Business and Economic Statistics. He is an associate editor for several journals, including the Journal of Econometrics and the Journal of Applied Econometrics. He is the author of the books Bayesian Econometrics, Analysis of Economic Data and Analysis of Financial Data.

Dale J. Poirier is Professor of Economics at the University of California, Irvine. He is a Fellow of the Econometric Society, the American Statistical Association, and the Journal of Econometrics. He has been on the Editorial Boards of the Journal of Econometrics, Econometric Theory, and was the founding editor of Econometric Reviews. His professional activities have been numerous, and he has held elected positions in the American Statistical Association and the International Society for Bayesian Analysis. Previous books include Intermediate Statistics and Econometrics: A Comparative Approach and The Econometrics of Structural Change.

Justin L. Tobias is Associate Professor of Economics, Iowa State University, and has also served as an Assistant/Associate Professor of Economics at the University of California, Irvine. Professor Tobias has authored numerous articles in leading journals, including the International Economic Review, the Journal of Applied Econometrics, the Journal of Business and Economic Statistics, the Journal of Econometrics, and the Review of Economics and Statistics.