Introduction to Bayesian Econometrics (BOK)

Edward Greenberg

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This book introduces the increasingly popular Bayesian approach to statistics to graduates and advanced undergraduates. In contrast to the long-standing frequentist approach to statistics, the Bayesian approach makes explicit use of prior information and is based on the subjective view of probability. Bayesian econometrics takes probability theory as applying to all situations in which uncertainty exists, including uncertainty over the values of parameters. A distinguishing feature of this book is its emphasis on classical and Markov chain Monte Carlo (MCMC) methods of simulation. The book is concerned with applications of the theory to important models that are used in economics, political science, biostatistics, and other applied fields. These include the linear regression model and extensions to Tobit, probit, and logit models; time series models; and models involving endogenous variables.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2007 Forfatter Edward Greenberg
Forlag
BERTRAMS PRINT ON DEMAND
ISBN 9780521858717
Antall sider 222 Dimensjoner 18,5cm x 26,2cm x 1,9cm
Vekt 592 gram Leverandør Bertram Trading Ltd