Contemporary Bayesian Econometrics and Statistics
Bayesian analysis is a highly effective tool in the many cases when economic decisions are based on limited or imperfect information. For students and professionals familiar with basic econometrics, this volume is an accessible entry point into the Bayesian method. It shows how simulation models provide a systematic and practical approach to the application of Bayesian statistics in typical real-world decisions. The book presents a series of specific econometric models - from motivating decision through mathematical details and on to applications for research-level data sets - using software integrated with the text.
- 出版社
- John Wiley & Sons Inc
- 発売日
- 2005-09-12
- ページ数
- 384ページ
- ISBN
- 9780471744733