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Introduction to bayesian econometrics / Edward Greenberg.

By: Material type: TextTextPublication details: New York : Cambridge University Press, 2013.Edition: Second editionDescription: xix, 249 páginas : tablas, gráficos ; 26 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 9781107015319
Subject(s): DDC classification:
  • 330.01519542  G73i  22
Other classification:
  • B23
Contents:
Part I: Fundamentals of Bayesian Inference ; 1. Introduction ; 2. Basic concepts of probability and inference ; 3. Posterior distributions and inference ; 4. Prior distributions -- Part II: 5. Classical simulation ; 6 Basics of Markov chains ; 7. Simulation by MCMC methods -- Part III: 8. Linear regression and Extensions ; 9. Semiparametric regression ; 10. Multivariate responses ; 11. Time series ; 12. Endogenous covariates and sample selection -- A. Probability distributions and matrix theorems -- B. Computer programs for MCMC calculations.
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Holdings
Item type Home library Call number Vol info Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 330.01519542 G73i (Browse shelf(Opens below)) Ejemplar 1 Available Mantener en colección. 29004025347468
Total holds: 0

Incluye referencias bibliográficas (páginas 237-244) e índice.

Part I: Fundamentals of Bayesian Inference ; 1. Introduction ; 2. Basic concepts of probability and inference ; 3. Posterior distributions and inference ; 4. Prior distributions -- Part II: 5. Classical simulation ; 6 Basics of Markov chains ; 7. Simulation by MCMC methods -- Part III: 8. Linear regression and Extensions ; 9. Semiparametric regression ; 10. Multivariate responses ; 11. Time series ; 12. Endogenous covariates and sample selection -- A. Probability distributions and matrix theorems -- B. Computer programs for MCMC calculations.

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