Complete and incomplete econometric models / John Geweke.
"Summarizing and extending recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative process of model formulation. These methods, which are accessible to economics PhD students as well as to practicing applied econometricians, stream...
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Princeton :
Princeton University Press,
[2010]
|
| Series: | Econometric and Tinbergen Institutes lectures.
|
| Subjects: |
| Summary: | "Summarizing and extending recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative process of model formulation. These methods, which are accessible to economics PhD students as well as to practicing applied econometricians, streamline the processes of model development and specification checking. Complete with illustrations from a wide variety of applications, this is an important contribution to econometrics that will interest economists and PhD students alike."--Jacket. |
|---|---|
| Item Description: | Series statement from jacket. |
| Physical Description: | vi, 165 pages : illustrations ; 23 cm. |
| Bibliography: | Includes bibliographical references (pages 161-165). |
| ISBN: | 0691140022 9780691140025 |