Artículos relacionados a Bayesian Econometrics

Bayesian Econometrics - Tapa blanda

Koop, Gary

 
9780470845677: Bayesian Econometrics
Tapa blanda
ISBN 10: 0470845678 ISBN 13: 9780470845677
Editorial: Wiley-Interscience, 2003

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

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

De la contraportada

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

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Wiley-Interscience
Año de publicación
2003
Idioma
Inglés
ISBN 10 
0470845678
ISBN 13 
9780470845677
Encuadernación
Tapa blanda
Número de páginas
378
Contacto del fabricante
no disponible
Persona responsable
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