Bayesian econometric methods

This volume in the Econometric Exercises series 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...

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Detalles Bibliográficos
Autor principal: Koop, Gary (-)
Otros Autores: Poirier, Dale J., Tobias, Justin L.
Formato: Libro electrónico
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press 2007.
Colección:CUP ebooks.
Econometric exercises ; 7.
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b39740201*spi
Descripción
Sumario:This volume in the Econometric Exercises series 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.
Descripción Física:1 recurso electrónico
Formato:Forma de acceso: World Wide Web.
Bibliografía:Incluye referencias bibliográficas (p. 343-351) e índice.
ISBN:9780511648991
9780511802447
9786612389528