Library Retrieval System
- xiv, 359 p. : ill. ; 25 cm.
- 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 self-contained 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.