Bayesian Econometrics 2024 pdf epub mobi 电子书

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发表于2024-11-14

Bayesian Econometrics 2024 pdf epub mobi 电子书

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作者是POIRIER的学生，现在已经自立门户了。目前主要的方向是宏观计量，和DSGE计量。此书比较适合入门阅读，每章条理清晰，由浅入深，放弃了深入的理论证明和论述，直接介绍BAYESIAN计量的思想，进而循序渐进地介绍了简单回归，多元线性回归，非线性以及一些特殊模型的BAYESIAN...

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出版者:John Wiley & Sons

作者:Gary Koop

出品人:

页数:376

译者:

出版时间:2003-6-23

价格:GBP 47.99

装帧:Paperback

isbn号码:9780470845677

丛书系列:

图书标签: Econometrics Bayesian_econometrics 统计学计量 Bayesian 经济 BAYESIAN 经济学

Bayesian Econometrics 2024 pdf epub mobi 电子书图书描述

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.

Bayesian Econometrics 2024 pdf epub mobi 电子书

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