Bayesian Econometric Methods(ISBN=9780521671736) 夸克云 txt pdf umd tct 百度云 kindle 下载

　　A new book in the Econometric Exercises series, this volume

contains questions and answers to provide students with useful

practice, as they attempt to master Bayesian econometrics. In

addition to many theoretical exercises, this book contains

exercises designed to develop the computational tools used in

modern Bayesian econometrics. The latter half of the book contains

exercises that show how these theoretical and computational skills

are combined in practice, to carry out Bayesian inference in a wide

variety of models commonly used by econometricians. Aimed primarily

at advanced undergraduate and graduate students studying

econometrics, this book may also be useful for students studying

finance, marketing, agricultural economics, business economics or,

more generally, any field which uses statistics. The book also

comes equipped with a supporting website containing all the

relevant data sets and MATLAB computer programs for solving the

computational exercises.

Preface

1. The subjective interpretation of probability

2. Bayesian inference

3. Point estimation

4. Frequentist properties of Bayesian estimators

5. Interval estimation

6. Hypothesis testing

7. Prediction

8. Choice of prior

9. Asymptotic Bayes

10. The linear regression model

11. Basics of Bayesian computation

12. Hierarchical models

13. The linear regression model with general covariance

matrix

14. Latent variable models

15. Mixture models

16. Bayesian model averaging and selection

17. Some stationary time series models

18. Some nonstationary time series models

Appendix

Index.

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