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.
發表於2024-12-25
Bayesian Econometrics 2024 pdf epub mobi 電子書 下載
作者是POIRIER的學生,現在已經自立門戶瞭。目前主要的方嚮是宏觀計量,和DSGE計量。此書比較適閤入門閱讀,每章條理清晰,由淺入深,放棄瞭深入的理論證明和論述,直接介紹BAYESIAN計量的思想,進而循序漸進地介紹瞭簡單迴歸,多元綫性迴歸,非綫性以及一些特殊模型的BAYESIAN...
評分作者是POIRIER的學生,現在已經自立門戶瞭。目前主要的方嚮是宏觀計量,和DSGE計量。此書比較適閤入門閱讀,每章條理清晰,由淺入深,放棄瞭深入的理論證明和論述,直接介紹BAYESIAN計量的思想,進而循序漸進地介紹瞭簡單迴歸,多元綫性迴歸,非綫性以及一些特殊模型的BAYESIAN...
評分作者是POIRIER的學生,現在已經自立門戶瞭。目前主要的方嚮是宏觀計量,和DSGE計量。此書比較適閤入門閱讀,每章條理清晰,由淺入深,放棄瞭深入的理論證明和論述,直接介紹BAYESIAN計量的思想,進而循序漸進地介紹瞭簡單迴歸,多元綫性迴歸,非綫性以及一些特殊模型的BAYESIAN...
評分作者是POIRIER的學生,現在已經自立門戶瞭。目前主要的方嚮是宏觀計量,和DSGE計量。此書比較適閤入門閱讀,每章條理清晰,由淺入深,放棄瞭深入的理論證明和論述,直接介紹BAYESIAN計量的思想,進而循序漸進地介紹瞭簡單迴歸,多元綫性迴歸,非綫性以及一些特殊模型的BAYESIAN...
評分作者是POIRIER的學生,現在已經自立門戶瞭。目前主要的方嚮是宏觀計量,和DSGE計量。此書比較適閤入門閱讀,每章條理清晰,由淺入深,放棄瞭深入的理論證明和論述,直接介紹BAYESIAN計量的思想,進而循序漸進地介紹瞭簡單迴歸,多元綫性迴歸,非綫性以及一些特殊模型的BAYESIAN...
圖書標籤: Econometrics Bayesian_econometrics 統計學 計量 Bayesian 經濟 BAYESIAN 經濟學
Bayesian Econometrics 2024 pdf epub mobi 電子書 下載