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Bayesian Econometrics

Bayesian Econometrics

Written for advanced undergraduate and graduate-level students, this introductory text provides comprehensive coverage of Bayesian econometrics. It focuses on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. Topics covered in the book include the regression model (and variants applicable for use with panel data), time series models, models for qualitative or censored data, nonparametric methods, and Bayesian model averaging.

MATLAB is used to solve real world application examples. In addition, a supplemental set of MATLAB M-files is available for download.

Companion software available Begleitende Software anfragen.



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Über dieses Buch

Gary Koop, University of Glasgow

John Wiley & Sons, Inc., 2003

ISBN: 978-0-470-84567-7
Language: English