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Bayesian econometrics

This book aims to teach Bayesian econometrics by providing a wide range of solved exercises.

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http://schema.org/description

  • "A new book in the Econometric Exercises series, this volume contains questionsand answers to provide students with useful practice, as they attemptto master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety ofmodels commonly used by econometricians. Aimed primarily at advanced undergraduate and graduate students studying econometrics, this book may also be useful for students studying finance, marketing, agricultural economics, business economics or, more generally, any field which uses statistics. The book also comes equipped with a supporting website containing all the relevantdata sets and MATLAB computer programs for solving the computational exercises."
  • "This volume contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety of models commonly used by econometricians. Aimed primarily at advanced undergraduate and graduate students studying econometrics, this book may also be useful for students studying finance, marketing, agricultural economics, business economics or, more generally, any field which uses statistics. The book also comes equipped with a supporting website containing all the relevant data sets and MATLAB computer programs for solving the computational exercises."
  • "This book aims to teach Bayesian econometrics by providing a wide range of solved exercises."@en
  • "Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. Topics covered in the book include the regression model (and variants applicable for use with panel data), time series models, models for qualitative or censored data, nonparametric methods and Bayesian model averaging. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics."

http://schema.org/genre

  • "Electronic books"
  • "Electronic books"@en
  • "Leermiddelen (vorm)"
  • "Lehrbuch"
  • "Lehrbuch"@en

http://schema.org/name

  • "Bayesian Econometrics"
  • "Bayesian econometrics"
  • "Bayesian econometrics"@en
  • "Bayesian Econometric methods"
  • "Bayesian econometric methods"@en
  • "Bayesian econometric methods"
  • "Bayesian Econometric Methods"@en