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010 _a 2006031157
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035 _a(ATU)b11216244
035 _a(DLC) 2006031157
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040 _aDLC
_beng
_erda
_dATU
050 0 0 _aHB139
_b.K6359 2007
082 0 0 _a330.01519542
_222
100 1 _aKoop, Gary,
_eauthor.
_91062133
245 1 0 _aBayesian econometric methods /
_cGary Koop, Dale J. Poirier, Justin L. Tobias.
264 1 _aCambridge ;
_aNew York :
_bCambridge University Press,
_c2007.
300 _axxi, 357 pages :
_billustrations ;
_c26 cm.
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
490 1 _aEconometric exercises ;
_v7
504 _aIncludes bibliographical references (pages 343-351) and index.
505 0 0 _g1.
_tThe subjective interpretation of probability --
_g2.
_tBayesian inference --
_g3.
_tPoint estimation --
_g4.
_tFrequentist properties of bayesian estimators --
_g5.
_tInterval estimation --
_g6.
_tHypothesis testing --
_g7.
_tPrediction --
_g8.
_tChoice of prior --
_g9.
_tAsymptotic bayes --
_g10.
_tThe linear regression model --
_g11.
_tBasics of bayesian computation --
_g12.
_tHierarchical models --
_g13.
_tThe linear regression model with general covariance matrix --
_g14.
_tLatent variable models --
_g15.
_tMixture models --
_g16.
_tBayesian model averaging and selection --
_g17.
_tSome stationary time series models --
_g18.
_tSome nonstationary time series models.
520 1 _a"This book is a volume in the Econometric Exercises series. It teaches principles of Bayesian econometrics by posing a series of theoretical and applied questions, and providing detailed solutions to those questions. This text is primarily suitable for graduate study in econometrics, though it can be used for advanced undergraduate courses, and should generate interest from students in related fields, including finance, marketing, agricultural economics, business economics, and other disciplines that employ statistical methods. The book provides a detailed treatment of a wide array of models commonly employed by economists and statisticians, including linear regression-based models, hierarchical models, latent variable models, mixture models, and time series models."--BOOK JACKET.
588 _aMachine converted from AACR2 source record.
650 0 _aEconometrics.
_9345416
650 0 _aBayesian statistical decision theory
_9314460
700 1 _aPoirier, Dale J.,
_eauthor.
_91062134
700 1 _aTobias, Justin L.,
_eauthor.
_91062135
830 0 _aEconometric exercises ;
_v7.
_91062136
907 _a.b11216244
_b03-10-17
_c27-10-15
942 _cB
945 _a330.01519542 KOO
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