Bayesian Econometrics Koop Gary
Bayesian Econometrics Koop Gary Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. The book is self--contained and does not require that…
Specifikacia Bayesian Econometrics Koop Gary
Bayesian Econometrics Koop Gary
Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. The book is self--contained and does not require that readers have previous training in econometrics. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level.
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 focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. 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.