[下载]Ebook: Bayesian Econometrics

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<P> 8215.rar (1.91 MB, 需要: 10 个论坛币) 本附件包括：

• Bayesian Econometrics.pdf

2005-1-19 07:43:00 上传

[下载]Ebook: Bayesian Econometrics
需要: 10 个论坛币  [购买]

</P>
<P>ISBN: 0470845678
448 pages, Paperback
Published by John Wiley & Sons, 2003 </P>

[此贴子已经被作者于2005-1-19 8:12:48编辑过]

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关键词：econometrics Econometric Bayesian metrics Metric

Bayesian Econometrics by Gary Koop Our price: £27.63 + postage (Convert currency) Normal price:£32.50, you save: £4.87 Gary Koop is Professor of Economics at the University of Glasgow. Description of Bayesian Econometrics

Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. Topics covered in the book include the regression model (and variants applicable for use with panel data), time series models, models for qualitative or censored data, nonparametric methods and Bayesian model averaging. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics.

Contents of Bayesian Econometrics

Preface. 1. An Overview of Bayesian Econometrics. 2. The Normal Linear Regression Model with Natural Conjugate Prior and a Single Explanatory Variable. 3. The Normal Linear Regression Model with Natural Conjugate Prior and Many Explanatory Variables. 4. The Normal Linear Regression Model with Other Priors. 5. The Nonlinear Regression Model. 6. The Linear Regression Model with General Error Covariance Matrix. 7. The Linear Regression Model with Panel Data. 8. Introduction to Time Series: State Space Models. 9. Qualitative and Limited Dependent Variable Models. 10. Flexible Models: Nonparametric and Semi-Parametric Methods. 11. Bayesian Model Averaging. 12. Other Models, Methods and Issues. Appendix A: Introduction to Matrix Algebra. Appendix B: Introduction to Probability and Statistics. Bibliography. Index.

好书，值得看。只不过比较高级

A website containing computer programs and data sets to help the student develop the computational skills of modern Bayesian econometrics can be found at: www.wiley.co.uk/koopbayesian http://www.wiley.co.uk/koopbayesian/

8216.rar (18.51 KB) 本附件包括：

• Web Material for Bayesian Econometrics.pdf

2005-1-19 08:04:00 上传

[下载]Ebook: Bayesian Econometrics

[此贴子已经被作者于2005-1-19 8:45:53编辑过]

We are also looking for:

An Introduction to Modern Bayesian Econometrics

By: TONY LANCASTER, Brown University

In this new and expanding area, Tony Lancaster’s text is the first comprehensive introduction to the Bayesian way of doing applied economics.

• Uses clear explanations and practical illustrations and problems to present innovative, computer-intensive ways for applied economists to use the Bayesian method;
• Emphasizes computation and the study of probability distributions by computer sampling;
• Covers all the standard econometric models, including linear and non-linear regression using cross-sectional, time series, and panel data;
• Details causal inference and inference about structural econometric models;
• Includes numerical and graphical examples in each chapter, demonstrating their solutions using the S programming language and Bugs software
• Supported by online supplements, including Data Sets and Solutions to Problems, at www.blackwellpublishing.com/lancaster

Contents

Introduction 1. The Bayesian Algorithm 2. Prediction and Model Checking 3. Linear Regression 4. Bayesian Calculations 5. Nonlinear Regression Models 6. Randomized, Controlled and Observational Data 7. Models for Panel Data 8. Instrumental Variables 9. Some Time Series Models Appendix 1: A Conversion Manual Appendix 2: Programming Appendix 3: BUGS Index

Great!  Thanks a lot

多谢hanszhu! 非常好的一本书，我们这学期正需要这方面的资料。 //bow

好书！ 典藏本

谢楼主，不过学起来费脑啊！

好东东