Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte...
The second edition of Bayesian Econometric Methods illustrates Bayesian theory and application through a series of exercises, complete with solutions to those exercises and computer code. The book is suitable for graduate students in statistics, economics, finance and other disciplines.
Joshua Chan is Professor of Economics at Purdue University, Indiana. He is interested in building flexible models for large datasets and developing efficient estimation methods. His favorite applications include trend inflation estimation and macroeconomic forecasting. He has co-authored the textbook Statistical Modeling and Computation (2013).
Gary Koop is a professor in the Department of Economics at the University of Strathclyde. He received his Ph.D. at the University of...
"About this title" may belong to another edition of this title.
US$ 29.27 shipping from United Kingdom to U.S.A.
Destination, rates & speedsSeller: Prior Books Ltd, Cheltenham, United Kingdom
Paperback. Condition: Like New. Second Edition. In nearly new condition: firm and square with strong joints, no creases. Just a few hardly noticeable rubs or very mild bumps. Hence a non-text page shows a small 'damaged' stamp. Despite such this book looks and feels unread. Thus the contents are crisp, fresh and tight. And so a very nice book in great condition, now offered for sale at a reasonable price. Seller Inventory # 203489
Quantity: 4 available
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New. Seller Inventory # 35870791-n
Quantity: Over 20 available
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Condition: New. Seller Inventory # ABLIING23Mar2317530283221
Quantity: Over 20 available
Seller: California Books, Miami, FL, U.S.A.
Condition: New. Seller Inventory # I-9781108437493
Quantity: Over 20 available
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition. Seller Inventory # 35870791
Quantity: Over 20 available
Seller: Grand Eagle Retail, Fairfield, OH, U.S.A.
Paperback. Condition: new. Paperback. Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC methods are discussed and illustrated in detail - from introductory applications to those at the current research frontier - and MATLAB computer programs are provided on the website accompanying the text. Suitable for graduate study in economics, the text should also be of interest to students studying statistics, finance, marketing, and agricultural economics. The second edition of Bayesian Econometric Methods illustrates Bayesian theory and application through a series of exercises, complete with solutions to those exercises and computer code. The book is suitable for graduate students in statistics, economics, finance and other disciplines. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781108437493
Quantity: 1 available
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Condition: New. In. Seller Inventory # ria9781108437493_new
Quantity: Over 20 available
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 2nd edition. 466 pages. 9.75x6.75x1.00 inches. In Stock. This item is printed on demand. Seller Inventory # __1108437494
Quantity: 1 available
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New. Seller Inventory # 26376453881
Quantity: 4 available
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: New. Seller Inventory # 35870791-n
Quantity: Over 20 available