Bayesian econometric methods贝叶斯经济计量方法 pdf pdb 阿里云 极速 mobi caj kindle 下载

A new book in the Econometric Exercises series, this volume 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.

1 The subjective interpretation of probability

2 Bayesian inference

3 Point estimation

4 Frequentist properties of bayesian estimators

5 Interval estimation

6 Hypothesis testing

7 Prediction

8 Choice of prior

9 Asymptotic bayes

10 The linear regression model

11 Basics of bayesian computation

12 Hierarchical models

13 The linear regression model with general covariance matrix

14 Latent variable models

15 Mixture models

16 Bayesian model averaging and selection

17 Some stationary time series models

18 Some nonstationary time series models

暂无相关内容，正在全力查找中

暂无出版社相关信息，正在全力查找中！

暂无相关书籍摘录，正在全力查找中！

在线阅读地址：Bayesian econometric methods贝叶斯经济计量方法在线阅读

在线听书地址：Bayesian econometric methods贝叶斯经济计量方法在线收听

在线购买地址：Bayesian econometric methods贝叶斯经济计量方法在线购买

暂无原文赏析，正在全力查找中！

书籍介绍

A new book in the Econometric Exercises series, this volume 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.