Bayesian Econometric Methods Paperback (Econometric Exercises)

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9780521671736: Bayesian Econometric Methods Paperback (Econometric Exercises)

This book aims to teach Bayesian econometrics by providing a wide range of solved exercises. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics.

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Críticas:

'I am deeply impressed by this articulate, outstanding work. It has the same high level of precision as Poirier's 1995 text on intermediate statistics and econometrics for MIT Press. The authors have taken the time and effort to explain as much as possible. Chapter 14 on latent variable models is probably the most important chapter offering new work. The authors' explanations are extensive for each of their models, and a reader who is interested in just one of the models will not have to rely on the results from any of the other models.' Frank Kleibergen, Brown University

'This is a very well written book on Bayesian econometrics with rigorous derivations and exercises. It will indeed be a book that is on the required reading list for an advanced course on Bayesian econometrics. The books by Poirier and Lancaster [Blackwell, 2004] do not have the nice set of exercises presented here.' Herman van Dijk, Erasmus University, Netherlands

Biografía del autor:

Gary Koop is Professor of Economics at the University of Strathclyde. He has published numerous articles in Bayesian econometrics and statistics in journals such as Journal of Econometrics, Journal of the American Statistical Association and the Journal of Business and Economic Statistics. He is an associate editor for several journals, including the Journal of Econometrics and the Journal of Applied Econometrics. He is the author of the books Bayesian Econometrics, Analysis of Economic Data and Analysis of Financial Data.

Dale J. Poirier is Professor of Economics at the University of California, Irvine. He is a Fellow of the Econometric Society, the American Statistical Association, and the Journal of Econometrics. He has been on the Editorial Boards of the Journal of Econometrics, Econometric Theory, and was the founding editor of Econometric Reviews. His professional activities have been numerous, and he has held elected positions in the American Statistical Association and the International Society for Bayesian Analysis. Previous books include Intermediate Statistics and Econometrics: A Comparative Approach and The Econometrics of Structural Change.

Justin L. Tobias is Associate Professor of Economics, Iowa State University, and has also served as an Assistant/Associate Professor of Economics at the University of California, Irvine. Professor Tobias has authored numerous articles in leading journals, including the International Economic Review, the Journal of Applied Econometrics, the Journal of Business and Economic Statistics, the Journal of Econometrics, and the Review of Economics and Statistics.

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Gary Koop, Dale J. Poirier, Justin L. Tobias
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2007)
ISBN 10: 0521671736 ISBN 13: 9780521671736
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2007. Paperback. Estado de conservación: New. 248 x 176 mm. Language: English . Brand New Book. This volume in the Econometric Exercises series contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety of models commonly used by econometricians. Aimed primarily at advanced undergraduate and graduate students studying econometrics, this book may also be useful for students studying finance, marketing, agricultural economics, business economics or, more generally, any field which uses statistics. The book also comes equipped with a supporting website containing all the relevant data sets and MATLAB computer programs for solving the computational exercises. Nº de ref. de la librería AAA9780521671736

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ISBN 10: 0521671736 ISBN 13: 9780521671736
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Descripción Cambridge Univ Pr, 2007. Paperback. Estado de conservación: Brand New. illustrated edition. 380 pages. 9.50x6.75x1.00 inches. In Stock. Nº de ref. de la librería __0521671736

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Descripción 2007. Paperback. Estado de conservación: NEW. 9780521671736 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0469307

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ISBN 10: 0521671736 ISBN 13: 9780521671736
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2007. Paperback. Estado de conservación: New. 248 x 176 mm. Language: English . Brand New Book. This volume in the Econometric Exercises series contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety of models commonly used by econometricians. Aimed primarily at advanced undergraduate and graduate students studying econometrics, this book may also be useful for students studying finance, marketing, agricultural economics, business economics or, more generally, any field which uses statistics. The book also comes equipped with a supporting website containing all the relevant data sets and MATLAB computer programs for solving the computational exercises. Nº de ref. de la librería AAA9780521671736

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Descripción Cambridge University Press, 2007. PAP. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería IB-9780521671736

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