Items related to Bayesian Econometrics
Synopsis
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.
"synopsis" may belong to another edition of this title.
About the Author
Gary Koop is Professor of Economics at the University of Glasgow.
From the Back Cover
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
From the Inside Flap
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
"About this title" may belong to another edition of this title.
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Bayesian Econometrics
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Wiley-Interscience (edition 1), 2003
ISBN 10: 0470845678
ISBN 13: 9780470845677
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Bayesian Econometrics
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