大葉大學圖書館 |

Bayesian econometrics[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	330.01519542
書名/作者:	Bayesian econometrics/ edited by SiddharthaChib ... [et al.].
其他作者:	Chib, Siddhartha.
出版者:	Bingley, U.K. : : Emerald,, 2009.
面頁冊數:	1 online resource (xii, 643 p.).
標題:	Business & Economics - Economics
標題:	Business & Economics - Forecasting.
標題:	Econometrics.
標題:	Economic theory & philosophy.
ISBN:	9781848553095 (electronic bk.)
內容註:	Bayesian econometrics : past, present, and future / Arnold Zellner -- Fitting and comparison of models for multivariate ordinal outcomes / Ivan Jeliazkov, Jennifer Graves, Mark Kutzbach -- Intra-household allocation and consumption of WIC-approved foods : A Bayesian approach / Ariun Ishdorj, Helen H. Jensen, Justin Tobias -- Causal effects from paneldata in randomized experiments with partial compliance / Siddhartha Chib, 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, Subal C.Kumbhakar -- Semiparametric Bayesian estimation of random coefficientsdiscrete choice models / Sylvie Tchumtchoua, Dipak K. Dey -- Bayesian econometrics : an introduction / Siddhartha Chib, William Griffiths, Gary Koop, Dek Terrell -- Bayesian two-stage regression with parametric heteroscedasticity / Arto Luoma, Jani Luoto -- Bayesian near-boundary analysis in basic macroeconomic time-series models / Michiel de Pooter, Francesco Ravazzolo, Rene Segers, Herman K. van Dijk -- Forecasting in vector autoregressions with many predictors / Dimitris Korobilis-- Bayesian inference in a cointegrating panel data model / Gary Koop, RobertoLeon-Gonzalez, RodneyStrachan -- 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, Sune Karlsson -- Bayesian inference on time-varying proportions / William J. McCausland, Brahim Lgui -- Imposing stationarity constraints on the parameters of ARCHand GARCH models / Christopher J. ODonnell, Vanessa Rayner -- Bayesianmodel selection for heteroskedastic models / Cathy W.S. Chen, Richard Gerlach, Mike K.P. So -- Bayesian student-t / S.T. BorisChoy, Wai-yin Wan, Chun-man Chan -- Bayesian inference using adaptive sampling / Paolo Giordani, Robert Kohn -- Bayesian analysis of the consumption CAPM / Veni Arakelian, Efthymios G. Tsionas -- A Bayesian analysis of the OPESmodel with a nonparametric component: An application to dental insuranceand dental care / Murat K. Munkin, Pravin K. Trivedi.
摘要、提要註:	Bayesian Econometrics illustrates the scope and diversity of modern applications, reviews some recent advances, and highlights many desirable aspects of inference and computations. It begins with an historical overview by Arnold Zellner who describes key contributions to development and makespredictions for future directions. In the second paper, Giordani and Kohn makes suggestions for improving Markov chain Monte Carlo computational strategies. The remainder of the book is categorized according to microeconometric and time-series modeling. Models consideredinclude an endogenous selection ordered probit model, a censored treatment-response model, equilibrium job search models and various other types. These are used to study a variety of applications for example dental insurance andcare, educational attainment, voter opinions and the marketing share of various brands and an aggregate cross-section production function.Models and topics considered include the potential problemof improper posterior densities in a variety of dynamic models, selection and averaging for forecastingwith vector autoregressions, a consumption capital-asset pricing model and various others. Applications involve U.S. macroeconomic variables, exchange rates, an investigation of purchasing power parity, data from London Metals Exchange, internationalautomobile production data, and data from the Asian stock market.
電子資源:	http://www.emeraldinsight.com/0731-9053/23

Bayesian econometrics[electronic resource] /
Bayesian econometrics[electronic resource] /edited by SiddharthaChib ... [et al.]. - Bingley, U.K. :Emerald,2009. - 1 online resource (xii, 643 p.). - Advances in econometrics,v. 230731-9053 ;. - Advances in econometrics ;v. 12..

Bayesian econometrics : past, present, and future / Arnold Zellner -- Fitting and comparison of models for multivariate ordinal outcomes / Ivan Jeliazkov, Jennifer Graves, Mark Kutzbach -- Intra-household allocation and consumption of WIC-approved foods : A Bayesian approach / Ariun Ishdorj, Helen H. Jensen, Justin Tobias -- Causal effects from paneldata in randomized experiments with partial compliance / Siddhartha Chib, 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, Subal C.Kumbhakar -- Semiparametric Bayesian estimation of random coefficientsdiscrete choice models / Sylvie Tchumtchoua, Dipak K. Dey -- Bayesian econometrics : an introduction / Siddhartha Chib, William Griffiths, Gary Koop, Dek Terrell -- Bayesian two-stage regression with parametric heteroscedasticity / Arto Luoma, Jani Luoto -- Bayesian near-boundary analysis in basic macroeconomic time-series models / Michiel de Pooter, Francesco Ravazzolo, Rene Segers, Herman K. van Dijk -- Forecasting in vector autoregressions with many predictors / Dimitris Korobilis-- Bayesian inference in a cointegrating panel data model / Gary Koop, RobertoLeon-Gonzalez, RodneyStrachan -- 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, Sune Karlsson -- Bayesian inference on time-varying proportions / William J. McCausland, Brahim Lgui -- Imposing stationarity constraints on the parameters of ARCHand GARCH models / Christopher J. ODonnell, Vanessa Rayner -- Bayesianmodel selection for heteroskedastic models / Cathy W.S. Chen, Richard Gerlach, Mike K.P. So -- Bayesian student-t / S.T. BorisChoy, Wai-yin Wan, Chun-man Chan -- Bayesian inference using adaptive sampling / Paolo Giordani, Robert Kohn -- Bayesian analysis of the consumption CAPM / Veni Arakelian, Efthymios G. Tsionas -- A Bayesian analysis of the OPESmodel with a nonparametric component: An application to dental insuranceand dental care / Murat K. Munkin, Pravin K. Trivedi.

Bayesian Econometrics illustrates the scope and diversity of modern applications, reviews some recent advances, and highlights many desirable aspects of inference and computations. It begins with an historical overview by Arnold Zellner who describes key contributions to development and makespredictions for future directions. In the second paper, Giordani and Kohn makes suggestions for improving Markov chain Monte Carlo computational strategies. The remainder of the book is categorized according to microeconometric and time-series modeling. Models consideredinclude an endogenous selection ordered probit model, a censored treatment-response model, equilibrium job search models and various other types. These are used to study a variety of applications for example dental insurance andcare, educational attainment, voter opinions and the marketing share of various brands and an aggregate cross-section production function.Models and topics considered include the potential problemof improper posterior densities in a variety of dynamic models, selection and averaging for forecastingwith vector autoregressions, a consumption capital-asset pricing model and various others. Applications involve U.S. macroeconomic variables, exchange rates, an investigation of purchasing power parity, data from London Metals Exchange, internationalautomobile production data, and data from the Asian stock market.

ISBN: 9781848553095 (electronic bk.)Subjects--Topical Terms:

400462
Business & Economics
--Economics

LC Class. No.: HB139 / .B39 2009

Dewey Class. No.: 330.01519542

Bayesian econometrics[electronic resource] /
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