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Introduction to Bayesian Econometrics

Name: Introduction to Bayesian Econometrics
Brand: Cambridge University Press
SKU: 04767919
Price: 57.19 EUR
Availability: InStock
Author: Edward Greenberg
ISBN: 9781107436770

Edward Greenberg

Language

English

Book Paperback

Libristo code: 04767919

Publishers Cambridge University Press, August 2014

This textbook explains the basic ideas of subjective probability and shows how subjective probabilit... Full description

Libristo code: 04767919

140 b

57.19 € VAT included

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This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood function, prior distributions and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties. Various methods of specifying prior distributions are considered, with special emphasis on subject-matter considerations and exchange ability. The regression model is examined to show how analytical methods may fail in the derivation of marginal posterior distributions. The remainder of the book is concerned with applications of the theory to important models that are used in economics, political science, biostatistics and other applied fields. New to the second edition is a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The new edition also emphasizes the R programming language.