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...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Princeton :
Princeton University Press,
[2010]
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| Series: | Econometric and Tinbergen Institutes lectures.
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| Subjects: |
Table of Contents:
- 1. Introduction
- 2. The Bayesian Paradigm
- 3. Prior Predictive Analysis and Model Evaluation
- 4. Incomplete Structural Models
- 5. An Incomplete Model Space.