 Bayesian Econometrics
ISBN: 978-0-470-84567-7
Paperback
374 pages
July 2003
US $85.00
 Add to Cart
This price is valid for United States. Change location to view local pricing and availability. |
Visit Wiley's Higher Education Site for:
Instructors may request an evaluation copy for this title.
|
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.
