Gary Koop, University of Glasgow
John Wiley & Sons, Inc., 2003
ISBN: 978-0-470-84567-7; Language: English
Written for advanced undergraduate and graduate-level students, this introductory text provides comprehensive coverage of Bayesian econometrics. It focuses 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.
MATLAB is used to solve real world application examples. In addition, a supplemental set of MATLAB M-files is available for download.
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a web site from the following list
How to Get Best Site Performance
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.