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Books > Business & Economics > Economics > Econometrics
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Introduction to Bayesian Econometrics (Hardcover, 2nd Revised edition)
Loot Price: R1,462
Discovery Miles 14 620
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Introduction to Bayesian Econometrics (Hardcover, 2nd Revised edition)
Expected to ship within 12 - 17 working days
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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.
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