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Bayesian Econometrics

Gary Koop

出版	Wiley, 2003-07-09
主題	Mathematics / Probability & Statistics / Bayesian AnalysisBusiness & Economics / Economics / General
ISBN	04708456789780470845677
URL	http://books.google.com.hk/books?id=WRK3AAAAIAAJ&hl=&source=gbs_api

註釋

Bayesian Econometrics 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. 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.