Introduction to Modern Bayesian Econometrics

Häftad, Engelska, 2004

739 kr

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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 softwareSupported by online supplements, including Data Sets and Solutions to Problems, at www.blackwellpublishing.com/lancaster

Produktinformation

Utgivningsdatum2004-04-20
Mått173 x 246 x 23 mm
Vikt708 g
FormatHäftad
SpråkEngelska
Antal sidor416
FörlagJohn Wiley and Sons Ltd
ISBN9781405117203

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Mikroekonomi inom Ekonomi och Ledarskap

"This book conveys the revolution in Bayesian statistics brought about by modern computing and simulation methods from a perspective that econometricians will find familiar. It works through the implications for econometric practice using practical examples and accessible computer software. Graduate students in economics will find it highly accessible. Practitioners steeped in classical econometric methods will find much that is new, exciting, and useful here as well."—John Geweke, University of Iowa"Lancaster's text gives an impressive overview of the Bayesian point of view, and should prove a valuable resource to econometricians of all persuasions."—Werner Ploberger, University of Rochester