Bayesian econometric methods
- ISBN: 9780521671736
- Editorial: Cambridge University Press
- Fecha de la edición: 2007
- Lugar de la edición: Cambridge. Reino Unido
- Colección: Econometric exercises
- Encuadernación: Rústica
- Medidas: 24 cm
- Nº Pág.: 353
- Idiomas: Inglés
This book is a volume in the Econometric Exercises series. It teaches principles of Bayesian econometrics by posing a series of theoretical and applied questions, and providing detailed solutions to those questions. This text is primarily suitable for graduate study in econometrics, though it can be used for advanced undergraduate courses, and should generate interest from students in related fields, including finance, marketing, agricultural economics, business economics, and other disciplines that employ statistical methods. The book provides a detailed treatment of a wide array of models commonly employed by economists and statisticians, including linear regression-based models, hierarchical models, latent variable models, mixture models, and time series models.
