Bayesian and Likelihood Methods in Statistics and Econometrics
Author: Seymour Geisser
Publisher: North Holland
Published: 1990
Total Pages: 520
ISBN-13:
DOWNLOAD EBOOKOn Bayesian econometrics
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Contemporary Bayesian Econometrics and Statistics
Author: John Geweke
Publisher: John Wiley & Sons
Published: 2005-10-03
Total Pages: 322
ISBN-13: 0471744727
DOWNLOAD EBOOKTools to improve decision making in an imperfect world This publication provides readers with a thorough understanding of Bayesian analysis that is grounded in the theory of inference and optimal decision making. Contemporary Bayesian Econometrics and Statistics provides readers with state-of-the-art simulation methods and models that are used to solve complex real-world problems. Armed with a strong foundation in both theory and practical problem-solving tools, readers discover how to optimize decision making when faced with problems that involve limited or imperfect data. The book begins by examining the theoretical and mathematical foundations of Bayesian statistics to help readers understand how and why it is used in problem solving. The author then describes how modern simulation methods make Bayesian approaches practical using widely available mathematical applications software. In addition, the author details how models can be applied to specific problems, including: * Linear models and policy choices * Modeling with latent variables and missing data * Time series models and prediction * Comparison and evaluation of models The publication has been developed and fine- tuned through a decade of classroom experience, and readers will find the author's approach very engaging and accessible. There are nearly 200 examples and exercises to help readers see how effective use of Bayesian statistics enables them to make optimal decisions. MATLAB? and R computer programs are integrated throughout the book. An accompanying Web site provides readers with computer code for many examples and datasets. This publication is tailored for research professionals who use econometrics and similar statistical methods in their work. With its emphasis on practical problem solving and extensive use of examples and exercises, this is also an excellent textbook for graduate-level students in a broad range of fields, including economics, statistics, the social sciences, business, and public policy.
Bayesian Analysis in Statistics and Econometrics
Author: Donald A. Berry
Publisher: John Wiley & Sons
Published: 1996
Total Pages: 610
ISBN-13: 9780471118565
DOWNLOAD EBOOKThis book is a definitive work that captures the current state of knowledge of Bayesian Analysis in Statistics and Econometrics and attempts to move it forward. It covers such topics as foundations, forecasting inferential matters, regression, computation and applications.
Computational Methods in Statistics and Econometrics
Author: Hisashi Tanizaki
Publisher: CRC Press
Published: 2004-01-21
Total Pages: 538
ISBN-13: 9780203022023
DOWNLOAD EBOOKReflecting current technological capacities and analytical trends, Computational Methods in Statistics and Econometrics showcases Monte Carlo and nonparametric statistical methods for models, simulations, analyses, and interpretations of statistical and econometric data. The author explores applications of Monte Carlo methods in Bayesian estimation, state space modeling, and bias correction of ordinary least squares in autoregressive models. The book offers straightforward explanations of mathematical concepts, hundreds of figures and tables, and a range of empirical examples. A CD-ROM packaged with the book contains all of the source codes used in the text.
Bayesian Econometric Methods
Author: Joshua Chan
Publisher: Cambridge University Press
Published: 2019-08-15
Total Pages: 491
ISBN-13: 1108423388
DOWNLOAD EBOOKIllustrates Bayesian theory and application through a series of exercises in question and answer format.
The Oxford Handbook of Bayesian Econometrics
Author: John Geweke
Publisher: Oxford University Press, USA
Published: 2011-09-29
Total Pages: 571
ISBN-13: 0199559082
DOWNLOAD EBOOKA broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing.
Intermediate Statistics and Econometrics
Author: Dale J. Poirier
Publisher: MIT Press
Published: 1995
Total Pages: 744
ISBN-13: 9780262161497
DOWNLOAD EBOOKThe standard introductory texts to mathematical statistics leave the Bayesian approach to be taught later in advanced topics courses-giving students the impression that Bayesian statistics provide but a few techniques appropriate in only special circumstances. Nothing could be further from the truth, argues Dale Poirier, who has developed a course for teaching comparatively both the classical and the Bayesian approaches to econometrics. Poirier's text provides a thoroughly modern, self-contained, comprehensive, and accessible treatment of the probability and statistical foundations of econometrics with special emphasis on the linear regression model. Written primarily for advanced undergraduate and graduate students who are pursuing research careers in economics, Intermediate Statistics and Econometrics offers a broad perspective, bringing together a great deal of diverse material. Its comparative approach, emphasis on regression and prediction, and numerous exercises and references provide a solid foundation for subsequent courses in econometrics and will prove a valuable resource to many nonspecialists who want to update their quantitative skills. The introduction closes with an example of a real-world data set-the Challengerspace shuttle disaster-that motivates much of the text's theoretical discussion. The ten chapters that follow cover basic concepts, special distributions, distributions of functions of random variables, sampling theory, estimation, hypothesis testing, prediction, and the linear regression model. Appendixes contain a review of matrix algebra, computation, and statistical tables.
Probability and Bayesian Statistics
Author: R. Viertl
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 505
ISBN-13: 1461318858
DOWNLOAD EBOOKThis book contains selected and refereed contributions to the "Inter national Symposium on Probability and Bayesian Statistics" which was orga nized to celebrate the 80th birthday of Professor Bruno de Finetti at his birthplace Innsbruck in Austria. Since Professor de Finetti died in 1985 the symposium was dedicated to the memory of Bruno de Finetti and took place at Igls near Innsbruck from 23 to 26 September 1986. Some of the pa pers are published especially by the relationship to Bruno de Finetti's scientific work. The evolution of stochastics shows growing importance of probability as coherent assessment of numerical values as degrees of believe in certain events. This is the basis for Bayesian inference in the sense of modern statistics. The contributions in this volume cover a broad spectrum ranging from foundations of probability across psychological aspects of formulating sub jective probability statements, abstract measure theoretical considerations, contributions to theoretical statistics and stochastic processes, to real applications in economics, reliability and hydrology. Also the question is raised if it is necessary to develop new techniques to model and analyze fuzzy observations in samples. The articles are arranged in alphabetical order according to the family name of the first author of each paper to avoid a hierarchical ordering of importance of the different topics. Readers interested in special topics can use the index at the end of the book as guide.
Bayesian Econometric Methods
Author: Joshua Chan
Publisher: Cambridge University Press
Published: 2019-08-15
Total Pages: 491
ISBN-13: 1108530257
DOWNLOAD EBOOKBayesian 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® 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.
Statistics and Econometric Models
Author: Christian Gourieroux
Publisher: Cambridge University Press
Published: 1995-10-26
Total Pages: 528
ISBN-13: 9780521477444
DOWNLOAD EBOOKThis is the first volume in a major two-volume set of advanced texts in econometrics.
