Introduction to Bayesian Econometrics 2nd Edition Hardback - Hardcover

Greenberg

Hardcover

ISBN 10: 1107015316 ISBN 13: 9781107015319

Verlag: Cambridge University Press, 2013

Inhaltsangabe

This textbook is an introduction to econometrics from the Bayesian viewpoint. New material includes a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The R programming language is also emphasized.

Über diesen Titel

Über die Autorin bzw. den Autor

Edward Greenberg is Professor Emeritus of Economics at Washington University, St Louis, where he served as a Full Professor on the faculty from 1969 to 2005. Professor Greenberg also taught at the University of Wisconsin, Madison, and has been a Visiting Professor at the University of Warwick (UK), Technion University (Israel) and the University of Bergamo (Italy). A former holder of a Ford Foundation Faculty Fellowship, Greenberg is the author of the first edition of Introduction to Bayesian Econometrics (Cambridge University Press, 2008) and the co-author of four books: Wages, Regime Switching, and Cycles (1992), The Labor Market and Business Cycle Theories (1989), Advanced Econometrics (1983, revised 1991) and Regulation, Market Prices, and Process Innovation (1979). His published research has appeared in leading journals such as the American Economic Review, Econometrica, the Journal of Econometrics, the Journal of the American Statistical Association, Biometrika and the Journal of Economic Behavior and Organization. Professor Greenberg's current research interests include dynamic macroeconomics as well as Bayesian econometrics.

Details zur Ausgabe

• Verlag: Cambridge University Press
• Erscheinungsdatum: 2013
• ISBN 10: 1107015316
• ISBN 13: 9781107015319
• Einband: Tapa dura
• Sprache: Englisch
• Auflage: 2
• Anzahl der Seiten: 264
• Kontakt zum Hersteller: Nicht verfügbar