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Bayesian Econometrics

2003 Business & Economics
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Release : 2003
Genre : Business & Economics
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Bayesian Econometrics by : Gary Koop

Download or read book Bayesian Econometrics written by Gary Koop. This book was released on 2003. Available in PDF, EPUB and Kindle. Book excerpt: Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require that readers have previous training in econometrics. The focus is 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. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics.

Bayesian Econometric Methods

2019-08-15 Business & Economics
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Release : 2019-08-15
Genre : Business & Economics
Kind : eBook
Book Rating : 388/5 ( reviews)

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Book Synopsis Bayesian Econometric Methods by : Joshua Chan

Download or read book Bayesian Econometric Methods written by Joshua Chan. This book was released on 2019-08-15. Available in PDF, EPUB and Kindle. Book excerpt: Illustrates Bayesian theory and application through a series of exercises in question and answer format.

Introduction to Bayesian Econometrics

2013 Business & Economics
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Release : 2013
Genre : Business & Economics
Kind : eBook
Book Rating : 316/5 ( reviews)

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Book Synopsis Introduction to Bayesian Econometrics by : Edward Greenberg

Download or read book Introduction to Bayesian Econometrics written by Edward Greenberg. This book was released on 2013. Available in PDF, EPUB and Kindle. Book excerpt: This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood function, prior distributions and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties. Various methods of specifying prior distributions are considered, with special emphasis on subject-matter considerations and exchange ability. The regression model is examined to show how analytical methods may fail in the derivation of marginal posterior distributions. The remainder of the book is concerned with applications of the theory to important models that are used in economics, political science, biostatistics and other applied fields. New to the second edition is a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The new edition also emphasizes the R programming language.

The Oxford Handbook of Bayesian Econometrics

2011-09-29 Business & Economics
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Release : 2011-09-29
Genre : Business & Economics
Kind : eBook
Book Rating : 268/5 ( reviews)

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Book Synopsis The Oxford Handbook of Bayesian Econometrics by : John Geweke

Download or read book The Oxford Handbook of Bayesian Econometrics written by John Geweke. This book was released on 2011-09-29. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest developments in their specific fields of expertise. The volume provides broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing. It reviews the state of the art in Bayesian econometric methodology, with chapters on posterior simulation and Markov chain Monte Carlo methods, Bayesian nonparametric techniques, and the specialized tools used by Bayesian time series econometricians such as state space models and particle filtering. It also includes chapters on Bayesian principles and methodology.

Contemporary Bayesian Econometrics and Statistics

2005-10-03 Mathematics
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Release : 2005-10-03
Genre : Mathematics
Kind : eBook
Book Rating : 727/5 ( reviews)

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Book Synopsis Contemporary Bayesian Econometrics and Statistics by : John Geweke

Download or read book Contemporary Bayesian Econometrics and Statistics written by John Geweke. This book was released on 2005-10-03. Available in PDF, EPUB and Kindle. Book excerpt: Tools to improve decision making in an imperfect world This publication provides readers with a thorough understanding of Bayesian analysis that is grounded in the theory of inference and optimal decision making. Contemporary Bayesian Econometrics and Statistics provides readers with state-of-the-art simulation methods and models that are used to solve complex real-world problems. Armed with a strong foundation in both theory and practical problem-solving tools, readers discover how to optimize decision making when faced with problems that involve limited or imperfect data. The book begins by examining the theoretical and mathematical foundations of Bayesian statistics to help readers understand how and why it is used in problem solving. The author then describes how modern simulation methods make Bayesian approaches practical using widely available mathematical applications software. In addition, the author details how models can be applied to specific problems, including: * Linear models and policy choices * Modeling with latent variables and missing data * Time series models and prediction * Comparison and evaluation of models The publication has been developed and fine- tuned through a decade of classroom experience, and readers will find the author's approach very engaging and accessible. There are nearly 200 examples and exercises to help readers see how effective use of Bayesian statistics enables them to make optimal decisions. MATLAB? and R computer programs are integrated throughout the book. An accompanying Web site provides readers with computer code for many examples and datasets. This publication is tailored for research professionals who use econometrics and similar statistical methods in their work. With its emphasis on practical problem solving and extensive use of examples and exercises, this is also an excellent textbook for graduate-level students in a broad range of fields, including economics, statistics, the social sciences, business, and public policy.

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