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Bayesian Econometric Methods
Abstract
This volume in the Econometric Exercises series contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety of models commonly used by econometricians. Aimed primarily at advanced undergraduate and graduate students studying econometrics, this book may also be useful for students studying finance, marketing, agricultural economics, business economics or, more generally, any field which uses statistics. The book also comes equipped with a supporting website containing all the relevant data sets and MATLAB computer programs for solving the computational exercises.
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“The conclusion that only years of marriage, religiosity, and conjugal happiness are statistically significant is, of course, well known (Koop et al., 2007) and used to validate our new simulation scheme.”
From The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting (2017) · cites this paper as Koop et al., 2007
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Arrieta, A. B., Díaz-Rodríguez, N., Del Ser, J., Bennetot, A., Tabik, S., Barbado, A., García, S., Gil-López, S., Molina, D., Benjamins, R., et al. (2019) · arXiv · doi:10.48550/arxiv.1910.10045 · Cited by 11,321
Barredo Arrieta, A., Díaz-Rodríguez, N., Del Ser, J., Bennetot, A., Tabik, S., Barbado, A., Garcia, S., Gil-Lopez, S., Molina, D., Benjamins, R., et al. (2020) · Information Fusion · doi:10.1016/j.inffus.2019.12.012 · Cited by 10,423
The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting
Botev, Z. I. (2017) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/rssb.12162 · Cited by 247
Metadata
- Authors
- Koop, G., Poirier, D. J., & Tobias, J. L.
- Venue
- Cambridge University Press eBooks
- Publisher
- Cambridge University Press
- Published
- 2007-01-15
- OpenAlex
- W2257327159
- Cited by
- 253
- References
- 0
- FWCI
- 1.33
- Type
- book
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.