Intro to Modern Bayesian Econometrics
Autor Lancasteren Limba Engleză Paperback – 31 mai 2004
- 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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Specificații
ISBN-13: 9781405117203
ISBN-10: 1405117206
Pagini: 416
Ilustrații: 100
Dimensiuni: 189 x 246 x 22 mm
Greutate: 0.8 kg
Ediția:New.
Editura: Wiley
Locul publicării:Chichester, United Kingdom
ISBN-10: 1405117206
Pagini: 416
Ilustrații: 100
Dimensiuni: 189 x 246 x 22 mm
Greutate: 0.8 kg
Ediția:New.
Editura: Wiley
Locul publicării:Chichester, United Kingdom
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Public țintă
upper–level undergraduate and graduate students in Bayesian econometrics and advanced econometrics courses.Notă biografică
Tony Lancaster is Herbert H. Goldberger Professor of Economics and Professor of Community Health at Brown University. He is the author of The Econometric Analysis of Transition Data (1990), an Econometric Society Monograph.
Cuprins
Introduction.
1. The Bayesian Algorithm.
2. Prediction and Model Checking.
3. Linear Regression.
4. Bayesian Calculations.
5. Nonlinear Regression Models.
6. Randomized, Controlled and Observational Data.
7. Models for Panel Data.
8. Instrumental Variables.
9. Some Time Series Models.
Appendix 1: A Conversion Manual.
Appendix 2: Programming.
Appendix 3: BUGS.
Index
2. Prediction and Model Checking.
3. Linear Regression.
4. Bayesian Calculations.
5. Nonlinear Regression Models.
6. Randomized, Controlled and Observational Data.
7. Models for Panel Data.
8. Instrumental Variables.
9. Some Time Series Models.
Appendix 1: A Conversion Manual.
Appendix 2: Programming.
Appendix 3: BUGS.
Index
Descriere
* Provides a comprehensive introduction to the Bayesian way of doing applied economics * Emphasizes computation and the study of probability distributions by computer sampling * Includes numerical and graphical examples in each chapter, demonstrating their solutions using the S programming language and Bugs software.