Introduction to Bayesian econometrics.

DOI10.1017/CBO9781139058414MaRDI QIDQ3145006zbMATH OpenOpenAlexFDO

Authors Edward Greenberg

Publication date 13 December 2012

Full work available at URL https://doi.org/10.1017/cbo9781139058414

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Software, source code, etc. for problems pertaining to statistics (62-04) Bayesian inference (62F15) Applications of statistics to economics (62P20) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

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Cited in

(9)

• Parameter identification for a stochastic \textit{SEIRS} epidemic model: case study influenza
• scientific article; zbMATH DE number 4056848 (Why is no real title available?)
• Bayesian analysis of semiparametric Bernstein polynomial regression models for data with sample selection
• Bayesian Econometric Methods
• Contemporary Bayesian Econometrics and Statistics
• Predictive Inference Based on Markov Chain Monte Carlo Output
• Randomized time Riemannian manifold Hamiltonian Monte Carlo
• Imitated Student's t distribution: a Bayesian approach
• Bayesian regression models in gretl: the \texttt{BayTool} package

Describes a project that uses

Uses Software

• R

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