Bayesian econometric methods / Gary Koop, Dale J. Poirier, Justin L. Tobias.
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...
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| Main Authors: | , , |
|---|---|
| Format: | Ebook |
| Language: | English |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2007.
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| Series: | Econometric exercises ;
7. |
| Subjects: | |
| Online Access: | Cambridge Books on Core |
Table of Contents:
- 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.