Contemporary Bayesian Econometrics and Statistics

Bayesian analysis is a highly effective tool in the many cases when economic decisions are based on limited or imperfect information. For students and professionals familiar with basic econometrics, this volume is an accessible entry point into the Bayesian method. It shows how simulation models provide a systematic and practical approach to the application of Bayesian statistics in typical real-world decisions. The book presents a series of specific econometric models - from motivating decision through mathematical details and on to applications for research-level data sets - using software integrated with the text.

著者

Geweke, John

出版社

John Wiley & Sons Inc

発売日

2005-09-12

価格

価格未定（税込・書誌情報提供：openBD）

ISBN

9780471744733

ページ数

384ページ

発売済み