Hallo! Tracked shipping to Netherlands with Delivery Duty Paid for just €7 

Ship to
Netherlands
0

My Account

  • argentina
  • chile
  • colombia
  • españa
  • méxico
  • perú
  • estados unidos
  • internacional

menu

Select your country

Americas

Europe

Rest of the world

portada Introduction to Bayesian Econometrics
Type
Physical Book
Author
Publisher
Year
2012
Language
English
Pages
270
Format
Hardcover
Dimensions
25.7x17.5x2 cm
Weight
0.64 kg.
ISBN
1107015316
ISBN13
9781107015319
Edition No.
0002
Categories

Introduction to Bayesian Econometrics

Edward Greenberg (Author) · Cambridge University Press · Hardcover

Introduction to Bayesian Econometrics - Greenberg, Edward

New Book Imported to Netherlands
Delivery: 07 Sep - 09 Sep Shipping: 5 to 6 business days.
€ 64,09€ 61,77
-4%
Import costs and 9% BTW included in the price ✅
€ 61,77

Choose the list to add your product or create one New List

Go to My Wishlists
Calculate shipping cost

Synopsis "Introduction to Bayesian Econometrics "

This textbook, now in its second edition, is an introduction to econometrics from the Bayesian viewpoint. It begins with an explanation of the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It then turns to the definitions of the likelihood function, prior distributions, and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties. The Bernoulli distribution is used as a simple example. 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, which leads to an explanation of classical and Markov chain Monte Carlo (MCMC) methods of simulation. The latter is proceeded by a brief introduction to Markov chains. 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, which has become the most widely used environment for Bayesian statistics.

Customers reviews

More customer reviews
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)

Frequently Asked Questions about the Book

Is the book original?

All books in our catalog are Original.

In what language is the book written?

The book is written in English.

What is the format of this book?

The binding of this edition is Hardcover.

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews