Location 
Call number 
Availability 
Library Retrieval System 
330.015195 KOOG

Due 11092019 
 Description
 xiv, 359 p. : ill. ; 25 cm.
 Notes
 Contents: 1. An Overview of Bayesian Econometrics  2. The Normal Linear Regression Model with Natural Conjugate Prior and a Single Explanatory Variable  3. The Normal Linear Regression Model with Natural Conjugate Prior and Many Explanatory Variables  4. The Normal Linear Regression Model with Other Priors  5. The Nonlinear Regression Model  6. The Linear Regression Model with General Error Covariance Matrix  7. The Linear Regression Model with Panel Data  8. Introduction to Time Series: State Space Models  9. Qualitative and Limited Dependent Variable Models  10. Flexible Models: Nonparametric and Semiparametric Methods  11. Bayesian Model Averaging  12. Other Models, Methods and Issues  App. A. Introduction to Matrix Algebra  App. B. Introduction to Probability and Statistics.Includes bibliographical references and index.Summary: "Bayesian Econometrics introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is selfcontained and does not require 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."BOOK JACKET.