Bayesian Econometrics
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Bayesian Econometrics
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Author : Siddhartha Chib
language : en
Publisher: Emerald Group Publishing
Release Date : 2008-12-18
Bayesian Econometrics written by Siddhartha Chib and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-18 with Business & Economics categories.
Illustrates the scope and diversity of modern applications, reviews advances, and highlights many desirable aspects of inference and computations. This work presents an historical overview that describes key contributions to development and makes predictions for future directions.
Introduction To Bayesian Econometrics
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Author : Edward Greenberg
language : en
Publisher: Cambridge University Press
Release Date : 2013
Introduction To Bayesian Econometrics written by Edward Greenberg and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood function, prior distributions and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties. Various methods of specifying prior distributions are considered, with special emphasis on subject-matter considerations and exchange ability. The regression model is examined to show how analytical methods may fail in the derivation of marginal posterior distributions. The remainder of the book is concerned with applications of the theory to important models that are used in economics, political science, biostatistics and other applied fields. New to the second edition is a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The new edition also emphasizes the R programming language.
Bayesian Econometric Methods
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Author : Gary Koop
language : en
Publisher: Cambridge University Press
Release Date : 2007-01-15
Bayesian Econometric Methods written by Gary Koop and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-01-15 with Business & Economics categories.
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.
The Oxford Handbook Of Bayesian Econometrics
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Author : John Geweke
language : en
Publisher: Oxford University Press, USA
Release Date : 2011-09-29
The Oxford Handbook Of Bayesian Econometrics written by John Geweke and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-29 with Business & Economics categories.
A broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing.
Bayesian Econometric Methods
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Author : Joshua Chan
language : en
Publisher: Cambridge University Press
Release Date : 2019-08-15
Bayesian Econometric Methods written by Joshua Chan and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-08-15 with Business & Economics categories.
Illustrates Bayesian theory and application through a series of exercises in question and answer format.
Contemporary Bayesian Econometrics And Statistics
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Author : John Geweke
language : en
Publisher: John Wiley & Sons
Release Date : 2005-10-03
Contemporary Bayesian Econometrics And Statistics written by John Geweke and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-03 with Mathematics categories.
Tools to improve decision making in an imperfect world This publication provides readers with a thorough understanding of Bayesian analysis that is grounded in the theory of inference and optimal decision making. Contemporary Bayesian Econometrics and Statistics provides readers with state-of-the-art simulation methods and models that are used to solve complex real-world problems. Armed with a strong foundation in both theory and practical problem-solving tools, readers discover how to optimize decision making when faced with problems that involve limited or imperfect data. The book begins by examining the theoretical and mathematical foundations of Bayesian statistics to help readers understand how and why it is used in problem solving. The author then describes how modern simulation methods make Bayesian approaches practical using widely available mathematical applications software. In addition, the author details how models can be applied to specific problems, including: * Linear models and policy choices * Modeling with latent variables and missing data * Time series models and prediction * Comparison and evaluation of models The publication has been developed and fine- tuned through a decade of classroom experience, and readers will find the author's approach very engaging and accessible. There are nearly 200 examples and exercises to help readers see how effective use of Bayesian statistics enables them to make optimal decisions. MATLAB? and R computer programs are integrated throughout the book. An accompanying Web site provides readers with computer code for many examples and datasets. This publication is tailored for research professionals who use econometrics and similar statistical methods in their work. With its emphasis on practical problem solving and extensive use of examples and exercises, this is also an excellent textbook for graduate-level students in a broad range of fields, including economics, statistics, the social sciences, business, and public policy.
Bayesian Econometric Modelling For Big Data
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Author : Hang Qian
language : en
Publisher: CRC Press
Release Date : 2025-06-20
Bayesian Econometric Modelling For Big Data written by Hang Qian and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-06-20 with Mathematics categories.
This book delves into scalable Bayesian statistical methods designed to tackle the challenges posed by big data. It explores a variety of divide-and-conquer and subsampling techniques, seamlessly integrating these scalable methods into a broad spectrum of econometric models. In addition to its focus on big data, the book introduces novel concepts within traditional statistics, such as the summation, subtraction, and multiplication of conjugate distributions. These arithmetic operators conceptualize pseudo data in the conjugate prior, sufficient statistics that determine the likelihood, and the posterior as a balance between data and prior information, adding an intriguing dimension to Bayesian analysis. This book also offers a deep dive into Bayesian computation. Given the intricacies of floating-point representation of real numbers, computer programs can sometimes yield unexpected or theoretically impossible results. Drawing from his experience as a senior statistical software developer, the author shares valuable strategies for designing numerically stable algorithms. The book is an essential resource for a diverse audience: graduate students seeking foundational knowledge in Bayesian econometric models, early-career statisticians eager to explore cutting-edge advancements in scalable Bayesian methods, data analysts struggling with out-of-memory challenges in large datasets, and statistical software users and developers striving to program with efficiency and numerical stability.
Econometrics Demystified
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Author : Pasquale De Marco
language : en
Publisher: Pasquale De Marco
Release Date : 2025-08-09
Econometrics Demystified written by Pasquale De Marco and has been published by Pasquale De Marco this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-08-09 with Social Science categories.
Econometrics: Demystified is a comprehensive introduction to econometrics, the science of using data to understand economic relationships. This book is designed for students, researchers, and professionals who want to learn how to use econometric methods to analyze data, test hypotheses, and make predictions. With clear explanations, engaging examples, and a step-by-step approach, this book covers the basics of econometric theory and methods, as well as a variety of applications. Readers will learn how to: * Collect and clean data * Estimate econometric models * Test hypotheses * Make predictions * Interpret results This book also discusses the challenges and limitations of econometrics, and how to overcome them. Readers will learn how to avoid common pitfalls and make informed decisions about the appropriate econometric methods to use. Econometrics: Demystified is the perfect book for anyone who wants to learn how to use econometrics to understand the economy and make informed decisions. Whether you are a student, a researcher, or a professional, this book will provide you with the knowledge and skills you need to succeed. In addition to its comprehensive coverage of econometric theory and methods, this book also includes a wealth of real-world examples and case studies. These examples and case studies help to illustrate the practical applications of econometrics and show readers how to use econometric methods to solve real-world problems. Econometrics: Demystified is the essential guide to econometrics for students, researchers, and professionals. With its clear explanations, engaging examples, and step-by-step approach, this book will help you to understand the world of econometrics and use it to make informed decisions. If you like this book, write a review!
A Guide To Econometrics
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Author : Peter Kennedy
language : en
Publisher: MIT Press
Release Date : 2003
A Guide To Econometrics written by Peter Kennedy and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
A popular, intuitively based overview of econometrics.
Bayesian Inference In The Social Sciences
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Author : Ivan Jeliazkov
language : en
Publisher: John Wiley & Sons
Release Date : 2014-11-04
Bayesian Inference In The Social Sciences written by Ivan Jeliazkov and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-04 with Mathematics categories.
Presents new models, methods, and techniques and considers important real-world applications in political science, sociology, economics, marketing, and finance Emphasizing interdisciplinary coverage, Bayesian Inference in the Social Sciences builds upon the recent growth in Bayesian methodology and examines an array of topics in model formulation, estimation, and applications. The book presents recent and trending developments in a diverse, yet closely integrated, set of research topics within the social sciences and facilitates the transmission of new ideas and methodology across disciplines while maintaining manageability, coherence, and a clear focus. Bayesian Inference in the Social Sciences features innovative methodology and novel applications in addition to new theoretical developments and modeling approaches, including the formulation and analysis of models with partial observability, sample selection, and incomplete data. Additional areas of inquiry include a Bayesian derivation of empirical likelihood and method of moment estimators, and the analysis of treatment effect models with endogeneity. The book emphasizes practical implementation, reviews and extends estimation algorithms, and examines innovative applications in a multitude of fields. Time series techniques and algorithms are discussed for stochastic volatility, dynamic factor, and time-varying parameter models. Additional features include: Real-world applications and case studies that highlight asset pricing under fat-tailed distributions, price indifference modeling and market segmentation, analysis of dynamic networks, ethnic minorities and civil war, school choice effects, and business cycles and macroeconomic performance State-of-the-art computational tools and Markov chain Monte Carlo algorithms with related materials available via the book’s supplemental website Interdisciplinary coverage from well-known international scholars and practitioners Bayesian Inference in the Social Sciences is an ideal reference for researchers in economics, political science, sociology, and business as well as an excellent resource for academic, government, and regulation agencies. The book is also useful for graduate-level courses in applied econometrics, statistics, mathematical modeling and simulation, numerical methods, computational analysis, and the social sciences.