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Item Details
Title: BAYESIAN ECONOMETRIC METHODS
By: Gary Koop, Dale J. Poirier, Justin L. Tobias
Format: Hardback

List price: £78.99


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ISBN 10: 0521855713
ISBN 13: 9780521855716
Publisher: CAMBRIDGE UNIVERSITY PRESS
Pub. date: 15 January, 2007
Series: Econometric Exercises
Pages: 380
Description: This book aims to teach Bayesian econometrics by providing a wide range of solved exercises.
Synopsis: This volume in the Econometric Exercises series 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.
Illustrations: 39 tables
Publication: UK
Imprint: Cambridge University Press
Returns: Returnable
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