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Bayesian econometric methods贝叶斯经济计量方法

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最低价：￥716.00

定价：￥895.00

作者：GaryKoop　等著著

出版社：

出版时间：2007-1-1

I S B N：9780521855716

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Bayesian econometric methods贝叶斯经济计量方法

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716.00元

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内容简介

A new book in the Econometric Exercises series, 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.

作者简介

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