Bayesian Econometric Methods

Koop, Gary; Poirier, Dale J.; Tobias, Justin L.

ISBN 10: 0521855713 / ISBN 13: 9780521855716

Published by Cambridge University Press, 2007

About this Item

Seller Inventory # 007858

Bibliographic Details

Title: Bayesian Econometric Methods

Publisher: Cambridge University Press

Publication Date: 2007

Binding: Hardcover

Condition: New

About this title

Synopsis:

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.

Book Description:

This book aims to teach Bayesian econometrics by providing a wide range of solved exercises. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics.