Bayesian Econometrics - Softcover

Koop, Gary

Softcover

ISBN 10: 0470845678 ISBN 13: 9780470845677

Verlag: Wiley-Interscience, 2003

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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

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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 include:

• 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.

A website containing computer programs and data sets to help the student develop the computational skills of modern Bayesian econometrics can be found at: www.wiley.co.uk/koopbayesian

• 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.

A website containing computer programs and data sets to help the student develop the computational skills of modern Bayesian econometrics can be found at: www.wiley.co.uk/koopbayesian

Details zur Ausgabe

• Verlag: Wiley-Interscience
• Erscheinungsdatum: 2003
• Sprache: Englisch
• ISBN 10: 0470845678
• ISBN 13: 9780470845677
• Einband: Taschenbuch
• Auflage: 1
• Anzahl der Seiten: 378
• Kontakt zum Hersteller: Wiley-VCH GmbH; product_safety@wiley.com; ; Boschstrasse 12; Weinheim; 69469; Deutschland