Introduction to Bayesian Econometrics

Auteur: Greenberg, Edward (Washington University, St Louis)
Editeur: Cambridge University Press
This textbook is an introduction to econometrics from the Bayesian viewpoint. New material includes a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The R programming language is also emphasized.
Sur commande
This textbook is an introduction to econometrics from the Bayesian viewpoint. New material includes a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The R programming language is also emphasized.
ISBN / EAN 9781107436770
Auteur Greenberg, Edward (Washington University, St Louis)
Editeur Cambridge University Press