An introduction to modern Bayesian econometrics / Tony Lancaster.
Material type: TextPublisher: Malden, MA ; Oxford, UK : Blackwell Pub., [2004]Copyright date: ©2004Description: xiv, 401 pages : illustrations ; 26 cmContent type:- text
- unmediated
- volume
- 1405117192
- 9781405117197
- 1405117206
- 9781405117203
- Modern Bayesian econometrics
- 330.01519542 22
- HB139 .L353 2004
Contents:
Preface -- Introduction -- 1. The Bayesian algorithm -- 2. Prediction and model criticism -- 3. Linear regression models -- 4. Bayesian calculations -- 5. Non-linear regression models -- 6. Randomized, controlled and observational data -- 7. Models for panel data -- 8. Instrumental variables -- 9. Some time series models -- App. 1. A conversion manual -- App. 2. Programming -- App. 3. BUGS code -- References -- Index.
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 330.01519542 LAN (Browse shelf(Opens below)) | 1 | Available | A288758B |
Browsing City Campus shelves, Shelving location: City Campus Main Collection Close shelf browser (Hides shelf browser)
330.0151950993 REV A revised Reserve Bank core model with SNA data / | 330.0151950993 TOP Topics in econometric model research / | 330.01519542 KOO Bayesian econometric methods / | 330.01519542 LAN An introduction to modern Bayesian econometrics / | 330.019 ANG A course in behavioral economics / | 330.019 BAD Behavioural economics and finance / | 330.019 BEH Behavioral economics and its applications / |
Includes bibliographical references and index.
Preface -- Introduction -- 1. The Bayesian algorithm -- 2. Prediction and model criticism -- 3. Linear regression models -- 4. Bayesian calculations -- 5. Non-linear regression models -- 6. Randomized, controlled and observational data -- 7. Models for panel data -- 8. Instrumental variables -- 9. Some time series models -- App. 1. A conversion manual -- App. 2. Programming -- App. 3. BUGS code -- References -- Index.
Machine converted from AACR2 source record.
There are no comments on this title.
Log in to your account to post a comment.