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00724nam 2200229 c 4500
000003902925
20220101120000
080428s2007 us 000 eng
▼a 0521671736:
▼c US$45.00
▼a 211070
▼c 211070
▼l WM0000011935
▼a HB139
▼a HB139
▼b K6359
▼a Koop, Gary
▼a Bayesian Econometric Methods/
▼d Gary Koop;
▼e Dale J. Poirier;
▼e Justin L. Tobias
▼a New York:
▼b Cambridge University Press,
▼c 2007.
▼a 357 p.;
▼c 25 cm.
▼a Econometric exercises;
▼v 7
▼a ECONOMETRICS
▼a BAYESIAN ECONOMETRIC METHODS
▼a BAYESIAN STATISTICAL DECISION THEORY
▼a Poirier, Dale J.
▼a Tobias, Justin L.
▼b US$45.00
▼a 단행본
| 자료유형 : | 단행본 |
|---|---|
| ISBN : | 0521671736: |
| 분류기호 : | HB139 |
| 개인저자 : | Koop, Gary |
| 서명/저자사항 : | Bayesian Econometric Methods/ Gary Koop; Dale J. Poirier; Justin L. Tobias |
| 발행사항 : | New York: Cambridge University Press, 2007. |
| 형태사항 : | 357 p.; 25 cm. |
| 총서사항 : | Econometric exercises; 7 |
| 개인저자 : | Poirier, Dale J. |
| 개인저자 : | Tobias, Justin L. |
| 언어 | 영어 |
권 호 :
발행년 : 2007
발행처 : Cambridge University Press
서 명 : Bayesian Econometric Methods
목차
The subjective interpretation of probability
Bayesian inference
Point estimation
Frequentist properties of Bayesian estimators
Interval estimation
Hypothesis testing
Prediction
Choice of prior
Asymptotic Bayes
The linear regression model
Basics of Bayesian computation
Hierarchical models
The linear regression model with general covariance matrix
Latent variable models
Mixture models
Bayesian model averaging and selection
Some stationary time series models
Some nonstationary time series models
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