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Preface | ||
1 | An Overview of Bayesian Econometrics | 1 |
2 | The Normal Linear Regression Model with Natural Conjugate Prior and a Single Explanatory Variable | 15 |
3 | The Normal Linear Regression Model with Natural Conjugate Prior and Many Explanatory Variables | 33 |
4 | The Normal Linear Regression Model with Other Priors | 59 |
5 | The Nonlinear Regression Model | 89 |
6 | The Linear Regression Model with General Error Covariance Matrix | 117 |
7 | The Linear Regression Model with Panel Data | 147 |
8 | Introduction to Time Series: State Space Models | 181 |
9 | Qualitative and Limited Dependent Variable Models | 209 |
10 | Flexible Models: Nonparametric and Semiparametric Methods | 235 |
11 | Bayesian Model Averaging | 265 |
12 | Other Models, Methods and Issues | 283 |
App. A | Introduction to Matrix Algebra | 311 |
App. B | Introduction to Probability and Statistics | 317 |
Bibliography | 335 | |
Index | 347 |
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Add Bayesian Econometric Methods, This book is a volume in the Econometric Exercises series. It teaches principles of Bayesian econometrics by posing a series of theoretical and applied questions, and providing detailed solutions to those questions. The text is primarily suitable for grad, Bayesian Econometric Methods to the inventory that you are selling on WonderClubX
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Add Bayesian Econometric Methods, This book is a volume in the Econometric Exercises series. It teaches principles of Bayesian econometrics by posing a series of theoretical and applied questions, and providing detailed solutions to those questions. The text is primarily suitable for grad, Bayesian Econometric Methods to your collection on WonderClub |