Introduction to bayesian econometrics
Auteur :
Greenberg, Edward
Éditeur :
Cambridge University Press
ISBN :
9781107015319
Date de publication :
12 nov. 2012
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
690 g
Format :
book
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.