Bayesian econometrics

Research output: Book/ReportBook

Abstract

Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book 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 that readers have 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. Topics covered in the book include the regression model (and variants applicable for use with panel data), time series models, models for qualitative or censored data, nonparametric methods and Bayesian model averaging. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics.
LanguageEnglish
Place of PublicationUnited Kingdom
PublisherJohn Wiley & Sons Inc.
Number of pages374
ISBN (Print)978-0-470-84567-7
Publication statusPublished - Apr 2003

Fingerprint

Econometrics
Bayesian Methods
Bayesian Model Averaging
Computational Techniques
Nonparametric Methods
Panel Data
Censored Data
Time Series Models
Bayesian Approach
Regression Model
Statistics
Necessary
Model

Keywords

  • Bayesian
  • econometrics
  • economics

Cite this

Koop, G. M. (2003). Bayesian econometrics. United Kingdom: John Wiley & Sons Inc.
Koop, G.M. / Bayesian econometrics. United Kingdom : John Wiley & Sons Inc., 2003. 374 p.
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Koop, GM 2003, Bayesian econometrics. John Wiley & Sons Inc., United Kingdom.

Bayesian econometrics. / Koop, G.M.

United Kingdom : John Wiley & Sons Inc., 2003. 374 p.

Research output: Book/ReportBook

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Koop GM. Bayesian econometrics. United Kingdom: John Wiley & Sons Inc., 2003. 374 p.