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关键词:
Bayesian Econometric Methods
书目信息
ISBN:
9780521855716(13位)
中图分类号:
F2
杜威分类号:
中文译名:
贝叶斯计量经济方法
作者:
Gary M. Koop
编者:
语种:
English
出版信息
出版社:
Cambridge University Press
出版地:
出版年:
2007
版本:
版本类型:
原版
丛书题名:
卷期:
文献信息
关键词:
Econometrics, statistics
前言:
摘要:
内容简介:
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.
目次:
Preface; 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; Appendix; Index.
附录:
全文链接:
读者对象:
econometrics, statistics, applied mathematics
实体信息
页码:
404
装帧:
Hardback
尺寸:
其它形态细节:
其它信息
原价:
USD
90.0000
原版ISBN:
其它ISBN:
图书特色:
书评:
扩展信息
Isbn:
0521855713
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