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An introduction to modern Bayesian econometrics / Tony Lancaster

資料種別:: 図書
出版情報:: Malden, Mass. : Blackwell, 2004
形態:: xiv, 401 p. ; 25 cm
著者名:: Lancaster, Tony <DA04951900>
ISBN:: 9781405117197 [1405117192] (: hbk)
9781405117203 [1405117206] (: pbk)
書誌ID:: BA67072500

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注記:

Includes bibliographical references (p. [383]-389) and index

主題:

Bayesian statistical decision theory; Econometrics

言語:

英語

目次情報:

Introduction

The Bayesian Algorithm / 1：

Prediction and Model Checking / 2：

Linear Regression / 3：

Bayesian Calculations / 4：

Nonlinear Regression Models / 5：

Randomized, Controlled and Observational Data / 6：

Models for Panel Data / 7：

Instrumental Variables / 8：

Some Time Series Models / 9：

A Conversion Manual / Appendix 1：

Programming / Appendix 2：

BUGS / Appendix 3：

Index

Introduction

The Bayesian Algorithm / 1：

Prediction and Model Checking / 2：

Linear Regression / 3：

Bayesian Calculations / 4：

Nonlinear Regression Models / 5：

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1 図書 Introduction to Bayesian econometrics (: pbk) Greenberg, Edward, 1936- Cambridge University Press	7 図書 Introduction to econometrics Lange,Oskar, 1904-1965, Banasiński, Antoni Pergamon Press
2 図書 Bayesian econometrics Koop, Gary Wiley	8 図書 An introduction to Bayesian inference and decision Winkler, Robert L. Holt, Rinehart and Winston
3 図書 Bayesian econometric methods (: hardback ; : pbk) Chan, Joshua (Joshua C. C.), Koop, Gary, Poirier, Dale J., Tobias, Justin L. Cambridge University Press	9 図書 Introductory econometrics : a modern approach Wooldridge, Jeffrey M., 1960- Cengage Learning
4 図書 Bayesian analysis in economic theory and time series analysis : the 1977 Savage Dissertation Award theses Holt, Charles A., 1948-, Shore, Robert W. North-Holland Pub. Co., sole distributors for the U.S.A. and Canada, Elsevier North-Holland	10 図書 Introductory econometrics : a modern approach (: package ; : pbk) Wooldridge, Jeffrey M., 1960- South-Western, Cengage Learning
5 図書 An introduction to econometrics (: hard ; : pbk) Pokorny, Michael B. Blackwell	11 図書 Introductory econometrics : a modern approach Wooldridge, Jeffrey M., 1960- Cengage
6 図書 Introduction to econometrics Maddala, G. S., 1933- Prentice Hall International	12 図書 Bayes rules! : an introduction to applied Bayesian modeling (: hbk) Johnson, Alicia A., Ott, Miles Q., Dogucu, Mine CRC Press

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