Bayesian econometrics

This book is intended to be accessible to students with no prior training in econometrics, and only a single course in mathematics (e.g. basic calculus). Students will find a previous undergraduate course in probability and statistics useful; however Appendix B offers a brief introduction to thes...

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Đã lưu trong:
Chi tiết về thư mục
Tác giả chính: Koop, G.
Định dạng: Sách
Ngôn ngữ:English
Được phát hành: Wiley 2012
Những chủ đề:
Truy cập trực tuyến:http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30577
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Miêu tả
Tóm tắt:This book is intended to be accessible to students with no prior training in econometrics, and only a single course in mathematics (e.g. basic calculus). Students will find a previous undergraduate course in probability and statistics useful; however Appendix B offers a brief introduction to these topics for those without the prerequisite background. Throughout the book, I have tried to keep the level of mathematical sophistication reasonably low. In contrast to other Bayesian and comparable frequentist textbooks, I have included more computer-related material. Modern Bayesian econometrics relies heavily on the computer, and developing some basic programming skills is essential for the applied Bayesian. The required level of computer programming skills is not that high, but I expect that this aspect of Bayesian econometrics might be most unfamiliar to the student brought up in the world of spreadsheets and click-and-press computer packages.