Bayesian Econometrics

Name: Bayesian Econometrics
Price: 51.5 USD
Availability: InStock
ISBN: 9780470845677

ISBN-10: 0470845678

ISBN-13: 9780470845677

Edition: 2003

Authors: Gary Koop

List price: $97.95

This item qualifies for FREE shipping.

30 day, 100% satisfaction guarantee!

Buy new: $59.16

Marketplace

4 new & used from $51.50

what's this?

Rush Rewards U
Members Receive:

You have reached 400 XP and carrot coins. That is the daily max!

Description:

This text discusses Bayesian econometrics, the methods of which have become increasingly popular in applied economic research.

Book details

List price: $97.95
Copyright year: 2003
Publisher: John Wiley & Sons, Incorporated
Publication date: 7/9/2003
Binding: Paperback
Pages: 384
Size: 6.73" wide x 9.67" long x 0.81" tall
Weight: 1.628
Language: English



List of exercises


Preface to the series


Preface



The subjective interpretation of probability



Bayesian inference



Point estimation



Frequentist properties of Bayesian estimators



Interval estimation



Hypothesis testing



Prediction



Choice of prior



Asymptotic Bayes



The linear regression model



Basics of Bayesian computation



Monte Carlo integration



Importance sampling



Gibbs sampling and the Metropolis-Hastings algorithm



Other (noniterative) methods for generating random variates



Hierarchical models



The linear regression model with general covariance matrix



Latent variable models



Mixture models



Some scale mixture of normals models



Other continuous and finite-mixture models



Bayesian model averaging and selection



Bayesian model averaging



Bayesian variable selection and marginal likelihood calculation



Some stationary time series models



Some nonstationary time series models


Appendix


Bibliography


Index