An Introduction to Modern Bayesian Econometrics (Heftet)

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Innbinding: Heftet
Utgivelsesår: 2004
Antall sider: 416
Forlag: John Wiley and Sons Ltd
Språk: Engelsk
ISBN/EAN: 9781405117203
Omtale: An Introduction to Modern Bayesian Econometrics
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

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