Strathprints logo
Strathprints Home | Open Access | Browse | Search | User area | Copyright | Help | Library Home | SUPrimo

Bayesian econometric methods

Koop, G.M. and Poirier, D. and Tobias, J. (2007) Bayesian econometric methods. Econometric Exercises . Cambridge University Press. ISBN 0521671736

Full text not available in this repository.

Abstract

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.

Item type: Book
ID code: 7261
Keywords: bayesian economics, econometrics, bayesian econometrics, statistics, Commerce
Subjects: Social Sciences > Commerce
Department: Strathclyde Business School > Economics
Related URLs:
Depositing user: Strathprints Administrator
Date Deposited: 04 Dec 2008 16:34
Last modified: 12 Mar 2012 10:46
URI: http://strathprints.strath.ac.uk/id/eprint/7261

Actions (login required)

View Item