Introduction to bayesian econometrics
Auteur :
Greenberg, Edward
Éditeur :
Cambridge University Press
ISBN :
9781107436770
Date de publication :
21 août 2014
Dimensions :
25,4 x 17,8 x 1,4 cm
Poids :
470 g
Format :
Trade paperback (US)
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.