Bayesian Econometric Methods: (Econometric Exercises 2nd Revised edition)
Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC methods are discussed and illustrated in detail - from introductory applications to those at the current research frontier - and MATLAB (R) computer programs are provided on the website accompanying the text. Suitable for graduate study in economics, the text should also be of interest to students studying statistics, finance, marketing, and agricultural economics. Worked examples or Exercises; 48 Tables, black and white; 50 Line drawings, black and white; Worked examples or Exercises; 48 Tables, black and white; 50 Line drawings, black and white
£44.99
Similar Deals
Skratch Labs Feed Zone Table Cookbook
£21.99
From Tredz
Pilgrim Paths in Ireland Book
£12.99
From Jackson Sport
The Mournes & Cooley Mountains Book
£12.99
From Jackson Sport
Ballykeefe Climbing Guide Book
£6.00
From Jackson Sport
Log Book Holder Book
£14.99
From Jackson Sport
Mournes Walks Book
£8.99
From Jackson Sport
Northern Ireland - A Wallking Guide Book
£13.99
From Jackson Sport
Sea Kayak Navigation Book
£11.99
From Jackson Sport