Bayesian econometrics [electornic resources] / edited by SiddharthaChib ... [et al.].
- 其他作者：
- 出版： Bingley, U.K. : Emerald 2009.
- 叢書名： Advances in econometrics ,v. 23
- 主題： Business & Economics--Economics , Business & Economics--Forecasting , Econometrics , Economic theory & philosophy , Econometrics
- ISBN： 9781848553095
- URL：
Connect to Emerald resource
- 一般註：99年度中區共購共享電子書 Bayesian econometrics : past, present, and future / Arnold Zellner -- Fitting and comparison of models for multivariate ordinal outcomes / Ivan Jeliazkov, Jennifer Graves, Mark Kutzbach -- Intra-household allocation and consumption of WIC-approved foods : A Bayesian approach / Ariun Ishdorj, Helen H. Jensen, Justin Tobias -- Causal effects from paneldata in randomized experiments with partial compliance / Siddhartha Chib, Liana Jacobi -- Parametric and nonparametric inference in equilibrium job search models / Gary Koop -- Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms / Nadine McCloud, Subal C.Kumbhakar -- Semiparametric Bayesian estimation of random coefficientsdiscrete choice models / Sylvie Tchumtchoua, Dipak K. Dey -- Bayesian econometrics : an introduction / Siddhartha Chib, William Griffiths, Gary Koop, Dek Terrell -- Bayesian two-stage regression with parametric heteroscedasticity / Arto Luoma, Jani Luoto -- Bayesian near-boundary analysis in basic macroeconomic time-series models / Michiel de Pooter, Francesco Ravazzolo, Rene Segers, Herman K. van Dijk -- Forecasting in vector autoregressions with many predictors / Dimitris Korobilis-- Bayesian inference in a cointegrating panel data model / Gary Koop, RobertoLeon-Gonzalez, RodneyStrachan -- Investigating nonlinear purchasing power parity during the post-Bretton Woods era : a Bayesian exponential smooth transition VECM approach / Deborah Gefang -- Bayesian forecast combination for VAR models / Michael K. Andersson, Sune Karlsson -- Bayesian inference on time-varying proportions / William J. McCausland, Brahim Lgui -- Imposing stationarity constraints on the parameters of ARCHand GARCH models / Christopher J. ODonnell, Vanessa Rayner -- Bayesianmodel selection for heteroskedastic models / Cathy W.S. Chen, Richard Gerlach, Mike K.P. So -- Bayesian student-t / S.T. BorisChoy, Wai-yin Wan, Chun-man Chan -- Bayesian inference using adaptive sampling / Paolo Giordani, Rober
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讀者標籤：
- 系統號： 000218784 | 機讀編目格式
館藏資訊
Illustrates the scope and diversity of modern applications, reviews advances, and highlights many desirable aspects of inference and computations. This work presents an historical overview that describes key contributions to development and makes predictions for future directions.
摘要註
Bayesian Econometrics illustrates the scope and diversity of modern applications, reviews some recent advances, and highlights many desirable aspects of inference and computations. It begins with an historical overview by Arnold Zellner who describes key contributions to development and makespredictions for future directions. In the second paper, Giordani and Kohn makes suggestions for improving Markov chain Monte Carlo computational strategies. The remainder of the book is categorized according to microeconometric and time-series modeling. Models consideredinclude an endogenous selection ordered probit model, a censored treatment-response model, equilibrium job search models and various other types. These are used to study a variety of applications for example dental insurance andcare, educational attainment, voter opinions and the marketing share of various brands and an aggregate cross-section production function.Models and topics considered include the potential problemof improper posterior densities in a variety of dynamic models, selection and averaging for forecastingwith vector autoregressions, a consumption capital-asset pricing model and various others. Applications involve U.S. macroeconomic variables, exchange rates, an investigation of purchasing power parity, data from London Metals Exchange, internationalautomobile production data, and data from the Asian stock market
