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

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

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Cited in

(9)

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

Describes a project that uses

Uses Software

• R

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