9781108437493-1108437494-Bayesian Econometric Methods (Econometric Exercises)

Bayesian Econometric Methods (Econometric Exercises)

ISBN-13: 9781108437493
ISBN-10: 1108437494
Edition: 2
Author: Joshua Chan, Gary Koop, Dale J. Poirier, Justin L. Tobias
Publication date: 2019
Publisher: Cambridge University Press
Format: Paperback 486 pages
FREE shipping on ALL orders

Book details

ISBN-13: 9781108437493
ISBN-10: 1108437494
Edition: 2
Author: Joshua Chan, Gary Koop, Dale J. Poirier, Justin L. Tobias
Publication date: 2019
Publisher: Cambridge University Press
Format: Paperback 486 pages

Summary

Acknowledged authors Joshua Chan, Gary Koop, Dale J. Poirier, Justin L. Tobias wrote Bayesian Econometric Methods (Econometric Exercises) comprising 486 pages back in 2019. Textbook and eTextbook are published under ISBN 1108437494 and 9781108437493. Since then Bayesian Econometric Methods (Econometric Exercises) textbook was available to sell back to BooksRun online for the top buyback price of $ 13.39 or rent at the marketplace.

Description

Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC methods are discussed and illustrated in detail - from introductory applications to those at the current research frontier - and MATLAB® computer programs are provided on the website accompanying the text. Suitable for graduate study in economics, the text should also be of interest to students studying statistics, finance, marketing, and agricultural economics.

Rate this book Rate this book

We would LOVE it if you could help us and other readers by reviewing the book