Bayesian econometric methods贝叶斯经济计量方法 下载 pdf 百度网盘 epub 免费 2025 电子书 mobi 在线

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.

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

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书籍介绍

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.