An Introduction to Bayesian Inference in Econometrics
Edition: Wiley Classics Library Edition
Series: Wiley Classics Library
Publisher: John Wiley & Sons, Inc.
Published: 1996
Place of publication: New York
Language: eng
Format: Paperback
Number of pages: 448
ISBN-13: 9780471169376
Copyright date: 1971
First sentence: What Moore has said about discussing work in art is undoubtedly applicable to discussions of methodology in economics.
Description: This is a classical reprint edition of the original 1971 edition of An Introduction to Bayesian Inference in Economics. This historical volume is an early introduction to Bayesian inference and methodology which still has lasting value for today's statistician and student. The coverage ranges from the fundamental concepts and operations of Bayesian inference to analysis of applications in specific econometric problems and the testing of hypotheses and models.
source: https://www.wiley.com/en-nl/An+Introduction+to+Bayesian+Inference+in+Econometrics-p-9780471169376
Table of contents: title: Remarks on Inference in Economics.; title: Principles of Bayesian Analysis with Selected Applications.; title: The Univariate Normal Linear Regression Model.; title: Special Problems in Regression Analysis.; title: On Errors in the Variables.; title: Analysis of Single Equation Nonlinear Models.; title: Time Series Models: Some Selected Examples.; title: Multivariate Regression Models.; title: Simultaneous Equation Econometric Models.; title: On Comparing and Testing Hypotheses.; title: Analysis of Some Control Problems.; title: Conclusion.; title: Appendices.; title: Bibliography.; title: Indexes.