Introduction to Bayesian Econometrics

Greenberg, Edward

ISBN 10: 0521858712 / ISBN 13: 9780521858717

Published by Cambridge University Press, 2007

About this Item

Ships from the UK. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages.

Seller Inventory # 51995880-20

Bibliographic Details

• Title: Introduction to Bayesian Econometrics
• Publisher: Cambridge University Press
• Publication Date: 2007
• Language: English
• ISBN 10: 0521858712
• ISBN 13: 9780521858717
• Binding: Hardcover
• Condition: Good

About this title

Synopsis

This concise textbook is an introduction to econometrics at the graduate or advanced undergraduate level. It differs from other books in econometrics in its use of the Bayesian approach to statistics. This approach, in contrast to the frequentist approach to statistics, makes explicit use of prior information and is based on the subjective view of probability, which takes probability theory as applying to all situations in which uncertainty exists, including uncertainty over the values of parameters.

About the Author

Edward Greenberg is Professor Emeritus of Economics at Washington University in St Louis, where he served as a full professor on the faculty from 1969 to 2005. Professor Greenberg also taught at the University of Wisconsin, Madison and has been a visiting professor at the University of Warwick (UK), Technion University (Israel), and the University of Bergamo (Italy). A former holder of a Ford Foundation Faculty Fellowship, Professor Greenberg is coauthor of four books: Wages, Regime Switching, and Cycles (1992), The Labor Market and Business Cycle Theories (1989), Advanced Econometrics (1991) and Regulation, Market Prices, and Process Innovation (1979). His published research has appeared in leading journals such as the American Economic Review, Econometrica, Journal of Econometrics, Journal of the American Statistical Association, Biometrika and the Journal of Economic Behavior and Organization. Professor Greenberg's current research interests include dynamic macroeconomics as well as Bayesian econometrics.