Bayesian econometric methods

G.M. Koop, D. Poirier, J. Tobias

Research output: Book/Report › Book

140 Citations (Scopus)

Abstract

A new book in the Econometric Exercises series, this volume contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety of models commonly used by econometricians. Aimed primarily at advanced undergraduate and graduate students studying econometrics, this book may also be useful for students studying finance, marketing, agricultural economics, business economics or, more generally, any field which uses statistics. The book also comes equipped with a supporting website containing all the relevant data sets and MATLAB computer programs for solving the computational exercises.
Original languageEnglish
Number of pages380
Publication statusPublished - 2007

Publication series

NameEconometric Exercises
PublisherCambridge University Press

Fingerprint

Bayesian econometrics
Econometric methods
Exercise
Econometrics
Undergraduate students
Economics
Web sites
Graduate students
Statistics
Bayesian inference
Finance
Marketing
Agricultural economics

Keywords

  • bayesian economics
  • econometrics
  • bayesian econometrics
  • statistics

Cite this

Koop, G. M., Poirier, D., & Tobias, J. (2007). Bayesian econometric methods. (Econometric Exercises).
Koop, G.M. ; Poirier, D. ; Tobias, J. / Bayesian econometric methods. 2007. 380 p. (Econometric Exercises).
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Koop, GM, Poirier, D & Tobias, J 2007, Bayesian econometric methods. Econometric Exercises.

Bayesian econometric methods. / Koop, G.M.; Poirier, D.; Tobias, J.

2007. 380 p. (Econometric Exercises).

Research output: Book/Report › Book

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AB - A new book in the Econometric Exercises series, this volume contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety of models commonly used by econometricians. Aimed primarily at advanced undergraduate and graduate students studying econometrics, this book may also be useful for students studying finance, marketing, agricultural economics, business economics or, more generally, any field which uses statistics. The book also comes equipped with a supporting website containing all the relevant data sets and MATLAB computer programs for solving the computational exercises.

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KW - econometrics

KW - bayesian econometrics

KW - statistics

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Koop GM, Poirier D, Tobias J. Bayesian econometric methods. 2007. 380 p. (Econometric Exercises).

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