Bayesian Econometrics
Language: English
Published by Emerald Publishing Limited, GB, 2008
- Hardcover
- New
Seller: Rarewaves USA United, HEBRON, KY, U.S.A.Rarewaves USA United
AbeBooks seller since June 20, 2025
Condition: New
£ 217.25
Quantity: Over 20 available
Add to basketItem description from seller
"Bayesian Econometrics" illustrates the scope and diversity of modern applications, reviews some recent advances, and highlights many desirable aspects of inference and computations. It begins with an historical overview by Arnold Zellner who describes key contributions to development and makes predictions for future directions. In the second paper, Giordani and Kohn makes suggestions for improving Markov chain Monte Carlo computational strategies. The remainder of the book is categorized according to microeconometric and time-series modeling. Models considered include an endogenous selection ordered probit model, a censored treatment-response model, equilibrium job search models and various other types. These are used to study a variety of applications for example dental insurance and care, educational attainment, voter opinions and the marketing share of various brands and an aggregate cross-section production function. Models and topics considered include the potential problem of improper posterior densities in a variety of dynamic models, selection and averaging for forecasting with vector autoregressions, a consumption capital-asset pricing model and various others. Applications involve U.S. macroeconomic variables, exchange rates, an investigation of purchasing power parity, data from London Metals Exchange, international automobile production data, and data from the Asian stock market.…
Seller Inventory # LU-9781848553088
- Title
- Bayesian Econometrics
- Author
- Siddhartha Chib
- Publisher
- Emerald Publishing Limited, GB
- Publication year
- 2008
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 1848553080
- ISBN 13
- 9781848553088
- Item weight
- 1,111 grams
"Synopsis" may belong to another edition of this title.
From the Back Cover
- 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 the title" may belong to another edition of this title.
Rarewaves USA United
HEBRON, KY, U.S.A.
AbeBooks seller since June 20, 2025
Shipping rates within U.S.A.
| Item | 30 to 30 business days | 14 to 14 business days |
|---|---|---|
| First item | £ 37.47 | £ 50.21 |
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Rarewaves USA
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