Bayesian econometric methods

Bayesian econometric methods /

"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...

Full description

Saved in:
Bibliographic Details
Main Author: Koop, Gary
Other Authors: Poirier, Dale J., Tobias, Justin L.
Format: Book
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2007.
Series:Econometric exercises ; 7.
Subjects:
Econometrics.
Bayesian statistical decision theory.
Économétrie.
Théorie de la décision bayésienne.
Bayes-Verfahren
Ökonometrie.
Methode van Bayes.
Econometrie.
Ökonometrie.
Bayes-Methode.
Lehrbuch.
Table of Contents:
  • 1. The subjective interpretation of probability
  • 2. Bayesian inference
  • 3. Point estimation
  • 4. Frequentist properties of bayesian estimators
  • 5. Interval estimation
  • 6. Hypothesis testing
  • 7. Prediction
  • 8. Choice of prior
  • 9. Asymptotic bayes
  • 10. The linear regression model
  • 11. Basics of bayesian computation
  • 12. Hierarchical models
  • 13. The linear regression model with general covariance matrix
  • 14. Latent variable models
  • 15. Mixture models
  • 16. Bayesian model averaging and selection
  • 17. Some stationary time series models
  • 18. Some nonstationary time series models.

Similar Items