Bayesian econometrics:
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Bibliographic Details
Format: Electronic eBook
Language:English
Published: Bingley Emerald JAI 2008
Edition:1st ed
Series:Advances in econometrics 23
Subjects:
Online Access:FAW01
FAW02
Volltext
Item Description:Includes bibliographical references
Bayesian econometrics: an introduction - Siddhartha Chib [and others] -- - Bayesian econometrics: past, present, and future - Arnold Zellner -- - Bayesian inference using adaptive sampling - Paolo Giordani and Robert Kohn -- - A Bayesian analysis of the opes model with a nonparametric component: an application to dental insurance and dental care - Murat K. Munkin and Pravin K. Trivedi -- - Fitting and comparison of models for multivariate ordinal outcomes - Ivan Jelizkov, Jennifer Graves and Mark Kutzbach -- - Intra-household allocation and consumption of wic-approved foods: a Bayesian approach - Ariun Ishdorj, Helen H. Jensen and Justin Tobias -- - Causal effects from panel data in randomized experiments with partial compliance - Siddhartha Chib and 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 and Subal C. Kumbhakar -- - Semiparametric Bayesian estimation of random coefficients discrete choice models - Sylvie Tchumtchoua and Dipak K. Dey -- - Bayesian two-stage regression with parametric heteroscedasticity - Arto Luoma and Jani Luoto -- - Bayesian near-boundary analysis in basic macroeconomic time-series models - Michiel de Pooter [and others] -- - Forecasting in vector autoregressions with many predictors - Dimitris Korobilis -- - Bayesian inference in a cointegrating panel data model - Gary Koop, Roberto Leon-Gonzalez and Rodney Strachan -- - 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 and Sune Karlsson -- - Bayesian inference on time-varying proportions - William J. McCausland and Brahim Lgui --
- Imposing stationarity constraints on the parameters of arch and garch models - Christopher J. O'Donnell and Vanessa Rayner -- - Bayesian model selection for heteroskedastic models - Cathy W.S. Chen, Richard Gerlach and Mike K.P. So -- - Bayesian student-t stochastic volatility models via scale mixtures - S.T. Boris Choy, Wai-yin Wan and Chun-man Chan -- - Bayesian analysis of the consumption CAPM - Veni Arakelian and Efthymios G. Tsionas
Physical Description:1 Online-Ressource (xii, 643 pages)
ISBN:1848553099
9781848553095

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