Studies in Bayesian Econometrics and Statistics
Author: Stephen E. Fienberg
Publisher: North-Holland
Published: 1975
Total Pages: 702
ISBN-13:
DOWNLOAD EBOOK →Author: Stephen E. Fienberg
Publisher: North-Holland
Published: 1975
Total Pages: 702
ISBN-13:
DOWNLOAD EBOOK →Author: John Geweke
Publisher: John Wiley & Sons
Published: 2005-10-03
Total Pages: 322
ISBN-13: 0471744727
DOWNLOAD EBOOK →Tools to improve decision making in an imperfect world This publication provides readers with a thorough understanding of Bayesian analysis that is grounded in the theory of inference and optimal decision making. Contemporary Bayesian Econometrics and Statistics provides readers with state-of-the-art simulation methods and models that are used to solve complex real-world problems. Armed with a strong foundation in both theory and practical problem-solving tools, readers discover how to optimize decision making when faced with problems that involve limited or imperfect data. The book begins by examining the theoretical and mathematical foundations of Bayesian statistics to help readers understand how and why it is used in problem solving. The author then describes how modern simulation methods make Bayesian approaches practical using widely available mathematical applications software. In addition, the author details how models can be applied to specific problems, including: * Linear models and policy choices * Modeling with latent variables and missing data * Time series models and prediction * Comparison and evaluation of models The publication has been developed and fine- tuned through a decade of classroom experience, and readers will find the author's approach very engaging and accessible. There are nearly 200 examples and exercises to help readers see how effective use of Bayesian statistics enables them to make optimal decisions. MATLAB? and R computer programs are integrated throughout the book. An accompanying Web site provides readers with computer code for many examples and datasets. This publication is tailored for research professionals who use econometrics and similar statistical methods in their work. With its emphasis on practical problem solving and extensive use of examples and exercises, this is also an excellent textbook for graduate-level students in a broad range of fields, including economics, statistics, the social sciences, business, and public policy.
Author: P. K. Goel
Publisher: North Holland
Published: 1986
Total Pages: 512
ISBN-13:
DOWNLOAD EBOOK →The primary objective of this volume is to describe the impact of Professor Bruno de Finetti's contributions on statistical theory and practice, and to provide a selection of recent and applied research in Bayesian statistics and econometrics. Included are papers (all previously unpublished) from leading econometricians and statisticians from several countries. Part I of this book relates most directly to de Finetti's interests whilst Part II deals specifically with the implications of the assumption of finitely additive probability. Parts III & IV discuss applications of Bayesian methodology in econometrics and economic forecasting, and Part V examines assessment of prior parameters in specific parametric setting and foundational issues in probability assessment. The following section deals with state of the art for comparing probability functions and gives an assessment of prior distributions and utility functions. In Parts VII & VIII are a collection of papers on Bayesian methodology for general linear models and time series analysis (the most often used tools in economic modelling), and papers relevant to modelling and forecasting. The remaining two Parts examine, respectively, optimality considerations and the effectiveness of the Conditionality-Likelihood Principle as a vehicle to convince the non-Bayesians about the usefulness of the Bayesian paradigm.
Author: Joshua Chan
Publisher: Cambridge University Press
Published: 2019-08-15
Total Pages: 491
ISBN-13: 1108423388
DOWNLOAD EBOOK →Illustrates Bayesian theory and application through a series of exercises in question and answer format.
Author: Harold Jeffreys
Publisher: North-Holland
Published: 1980
Total Pages: 496
ISBN-13:
DOWNLOAD EBOOK →Author: Stephen E. Fienberg
Publisher:
Published: 1975
Total Pages: 676
ISBN-13: 9780444105790
DOWNLOAD EBOOK →Author: Arnold Zellner
Publisher: Edward Elgar Publishing
Published: 1997
Total Pages: 596
ISBN-13:
DOWNLOAD EBOOK →This is a collection of the author's contributions to the philosophy, theory and application of Bayesian analysis as it relates to statistics, econometrics, and economics. It shows how Bayesians have helped researchers and analysts to become more effective in learning from data and making decisions. Bayesian and non-Bayesian approaches are compared in several papers.
Author: Seymour Geisser
Publisher: North Holland
Published: 1990
Total Pages: 520
ISBN-13:
DOWNLOAD EBOOK →On Bayesian econometrics