| Description |
1 online resource (xii, 643 pages) : illustrations |
| Series |
Advances in econometrics, 0731-9053 ; v. 23 |
|
Advances in econometrics ; v. 23.
|
| Contents |
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 |
| Summary |
Illustrates the scope and diversity of modern applications, reviews advances, and highlights many desirable aspects of inference and computations. This work presents an historical overview that describes key contributions to development and makes predicti |
| Bibliography |
Includes bibliographical references |
| Notes |
Print version record |
| Subject |
Econometrics.
|
|
Bayesian statistical decision theory.
|
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BUSINESS & ECONOMICS -- Econometrics.
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BUSINESS & ECONOMICS -- Statistics.
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Bayesian statistical decision theory
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Econometrics
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| Form |
Electronic book
|
| Author |
Chib, Siddhartha.
|
| ISBN |
9781848553095 |
|
1848553099 |
|
