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Contemporary Bayesian Econometrics and Statistic
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Bayesian analysis provides a unified and coherent way of thinking about decision problems and how to solve them using data and other information. The goal of this book is to acquaint the reader in a serious way with this approach and its problem- solving potential, and to this end it has two objectives. The first is to provide a clear understanding of Bayesian analysis, grounded in the theory of inference and optimal decision making, which will enable the reader to confidently analyze real problems. The second is to equip the reader with state-of-the-art simulation methods that can be used to solve these problems.
This book is written for research professionals who use econometrics and similar statistical methods in their work, and for Ph.D. students in disciplines that do the same. These disciplines include economics and statistics, as well as the many social sciences and fields in business and public policy schools that study decision making on the basis of data and other information. The book assumes the same knowledge of mathematical statistics as most Ph.D. courses in econometrics, and familiarity with linear models at the level of a graduate applied econometrics course or a master’s statistics course. The entire book was developed through a decade of teaching at this level, all of the material having been presented at least twice and some more than a half-dozen times. This vetting process has afforded the opportunity to minimize the barriers to entry to a sound and practical grasp of Bayesian analysis for the intended audience.
JOHN GEWEKE - Personal Name
1st Edtion
13 978-0-471-67932-5
NONE
Contemporary Bayesian Econometrics and Statistic
Economics
English
John Wiley & Sons, Inc.,
2005
USA
1-323
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