Bayesian Econometrics

Gary (University of Strathclyde Koop

ISBN 10: 0470845678 / ISBN 13: 9780470845677

Editore: John Wiley & Sons Inc Apr 2003, 2003

Riguardo questo articolo

Neuware - Bayesian Econometrics introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. It includes numerous numerical examples and topics covered in the book including the regression model (and variants applicable for use with panel data time series models models for qualitative or censored data nonparametric methods and Bayesian model averaging. Codice articolo 9780470845677

Dati bibliografici

Titolo: Bayesian Econometrics

Casa editrice: John Wiley & Sons Inc Apr 2003

Data di pubblicazione: 2003

Legatura: Taschenbuch

Condizione: Neu

Descrizione articolo

Riassunto:

Bayesian Econometrics introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics.

Informazioni sull?autore:

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