Introduction To Bayesian Econometrics
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Introduction To Bayesian Econometrics
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Author : Edward Greenberg
language : en
Publisher: Cambridge University Press
Release Date : 2012-11-12
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 2012-11-12 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.
An Introduction To Bayesian Inference In Econometrics
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Author : Arnold Zellner
language : en
Publisher: New York : J. Wiley
Release Date : 1971-11-26
An Introduction To Bayesian Inference In Econometrics written by Arnold Zellner and has been published by New York : J. Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971-11-26 with Business & Economics categories.
Remarks on inference in economics; Principles of bayesian analysis with selected applications; The univariate normal linear regression model; Special problems in regression analysis; On error in the variables; Analysis of single equation nonlinear models; Time series models: some selected examples; Multivariate regression models; Simultaneous equation econometric models; On comparing and testing hypotheses; Analysis of some control problems.
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 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 Modern Bayesian Econometrics
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Author : Tony Lancaster
language : en
Publisher: Wiley-Blackwell
Release Date : 2004-06-18
Introduction To Modern Bayesian Econometrics written by Tony Lancaster and has been published by Wiley-Blackwell this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-06-18 with Business & Economics categories.
In this new and expanding area, Tony Lancaster’s text is the first comprehensive introduction to the Bayesian way of doing applied economics. Uses clear explanations and practical illustrations and problems to present innovative, computer-intensive ways for applied economists to use the Bayesian method; Emphasizes computation and the study of probability distributions by computer sampling; Covers all the standard econometric models, including linear and non-linear regression using cross-sectional, time series, and panel data; Details causal inference and inference about structural econometric models; Includes numerical and graphical examples in each chapter, demonstrating their solutions using the S programming language and Bugs software Supported by online supplements, including Data Sets and Solutions to Problems, at www.blackwellpublishing.com/lancaster
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.
An Introduction To Bayesian Analysis
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Author : Jayanta K. Ghosh
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-07-03
An Introduction To Bayesian Analysis written by Jayanta K. Ghosh and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-03 with Mathematics categories.
Though there are many recent additions to graduate-level introductory books on Bayesian analysis, none has quite our blend of theory, methods, and ap plications. We believe a beginning graduate student taking a Bayesian course or just trying to find out what it means to be a Bayesian ought to have some familiarity with all three aspects. More specialization can come later. Each of us has taught a course like this at Indian Statistical Institute or Purdue. In fact, at least partly, the book grew out of those courses. We would also like to refer to the review (Ghosh and Samanta (2002b)) that first made us think of writing a book. The book contains somewhat more material than can be covered in a single semester. We have done this intentionally, so that an instructor has some choice as to what to cover as well as which of the three aspects to emphasize. Such a choice is essential for the instructor. The topics include several results or methods that have not appeared in a graduate text before. In fact, the book can be used also as a second course in Bayesian analysis if the instructor supplies more details. Chapter 1 provides a quick review of classical statistical inference. Some knowledge of this is assumed when we compare different paradigms. Following this, an introduction to Bayesian inference is given in Chapter 2 emphasizing the need for the Bayesian approach to statistics.
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.
Introduction To Econometrics
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Author : Gary Koop
language : en
Publisher: John Wiley & Sons
Release Date : 2008-03-10
Introduction To Econometrics written by Gary Koop 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 2008-03-10 with Business & Economics categories.
Indem sie Modelle für die Voraussage wirtschaftlicher Entwicklungen bereitstellt, bildet die Ökonometrie heute einen Kernbereich der Wirtschaftswissenschaften - und hat sich damit zu einem zentralen Bestandteil wirtschaftswissenschaftlicher Studiengänge entwickelt. Die hier vorgelegte Einführung eröffnet Einsteigern ebenso wie fortgeschrittenen Studierenden einen Zugang, der - im Unterschied zur Lehrbuchkonkurrenz - von vornherein auf einen starken Praxisbezug setzt. Der Verfasser, ausgewiesener Ökonometrieexperte, behandelt ein breites Spektrum ökonometrischer Modelle, u. a. das einfache und das multiple Regressionsmodell. Im Mittelpunkt seiner Darstellung steht dabei nicht Theoretisches, sondern die Anwendung der Modelle auf empirische Daten. Zahlreiche Beispiele und Übungsaufgaben unter Verwendung der Standardsoftware Strata ermöglichen die Einübung in Methoden und Modelle und schaffen so die Basis für ein selbstständiges empirisches Arbeiten.
Introduction To Spatial Econometrics
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Author : James LeSage
language : en
Publisher: CRC Press
Release Date : 2009-01-20
Introduction To Spatial Econometrics written by James LeSage and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-20 with Business & Economics categories.
Although interest in spatial regression models has surged in recent years, a comprehensive, up-to-date text on these approaches does not exist. Filling this void, Introduction to Spatial Econometrics presents a variety of regression methods used to analyze spatial data samples that violate the traditional assumption of independence between observat