Bayesian econometrics
By: Gary Koop.
Publisher: J. Wiley
Published: 2003
Place of publication: Chichester; Hoboken, N.J
Language: eng
Number of pages: 359
Subjects: Econometric models.; Bayesian statistical decision theory.; Modèles économétriques.; Statistique bayésienne.; Econometria.; Inferência bayesiana (análise de séries temporais)
Description: "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 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."--Jacket.
Notes: Includes bibliographical references (p. [335]-345) and index.