By (author) Gary Koop
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Bayesian Econometrics by Gary Koop
Book DescriptionResearchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self--contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. Topics covered in the book include the regression model (and variants applicable for use with panel data), time series models, models for qualitative or censored data, nonparametric methods and Bayesian model averaging. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics.
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Book DetailsISBN: 9780470845677
(244mm x 170mm x 21mm)
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 28-Apr-2003
Country of Publication: United Kingdom
Books By Author Gary Koop
Oxford Handbook of Bayesian Econometrics, Paperback (July 2013)
A broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing.
Analysis of Economic Data, Paperback (February 2013)
Analysis of Economic Data has, over three editions, become firmly established as a successful textbook for students studying data analysis whose primary interest is not in econometrics, statistics or mathematics.
Introduction to Econometrics, Paperback (November 2007)
Introduction to Econometric Modelling provides an introduction to econometrics for undergraduate students. In this book, Gary Koop provides a broader set of models than is offered in existing textbooks and places greater focus on models (e.g. the regression model) than the methods that are used to analyze the models.
Bayesian Econometric Methods, Hardback (January 2007)» View all books by Gary Koop
This book aims to teach Bayesian econometrics by providing a wide range of solved exercises.
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Author Biography - Gary Koop
Gary Koop is Professor of Economics at the University of Glasgow.
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