Bayesian Econometrics

Bayesian Econometrics

Written for advanced undergraduate and graduate-level students, this introductory text provides comprehensive coverage of Bayesian econometrics. It focuses on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. Topics covered in the book include the regression model (and variants applicable for use with panel data), time series models, models for qualitative or censored data, nonparametric methods, and Bayesian model averaging.

MATLAB is used to solve real world application examples. In addition, a supplemental set of MATLAB M-files is available for download.

About This Book

Gary Koop, University of Glasgow

John Wiley & Sons, Inc., 2003

ISBN: 978-0-470-84567-7
Language: English

Buy Now at

MATLAB 및 Simulink를 활용한 온라인 수업

강의실에서 제공되는 교육과정을 하이브리드 모델로 전환하려는 경우든, 가상 랩을 구축하려는 경우든, 100% 온라인 프로그램을 개발하려는 경우든, 장소에 구애받지 않는 능동적인 교육 환경이 조성되도록 MathWorks에서 도울 수 있습니다.

MATLAB Courseware

Teaching materials based on MATLAB and Simulink.

Find full course and labs