TY - BOOK
T1 - Bayesian econometric methods
AU - Koop, G.M.
AU - Poirier, D.
AU - Tobias, J.
PY - 2007
Y1 - 2007
N2 - 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.
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.
KW - bayesian economics
KW - econometrics
KW - bayesian econometrics
KW - statistics
UR - http://www.cambridge.org/catalogue/catalogue.asp?isbn=0521671736
UR - http://www.econometricexercises.com/vol07/index.htm
M3 - Book
SN - 0521671736
T3 - Econometric Exercises
BT - Bayesian econometric methods
PB - Cambridge University Press
ER -