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Introduction to Bayesian Inference in Econometrics, An


Introduction to Bayesian Inference in Econometrics, An

Paperback by Zellner, Arnold

Introduction to Bayesian Inference in Econometrics, An

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£123.21

ISBN:
9780471169376
Publication Date:
4 Sep 1996
Language:
English
Publisher:
John Wiley & Sons Inc
Imprint:
Wiley-Interscience
Pages:
448 pages
Format:
Paperback
For delivery:
Estimated despatch 21 - 23 May 2024
Introduction to Bayesian Inference in Econometrics, An

Description

This is a classical reprint edition of the original 1971 edition of An Introduction to Bayesian Inference in Economics. This historical volume is an early introduction to Bayesian inference and methodology which still has lasting value for today's statistician and student. The coverage ranges from the fundamental concepts and operations of Bayesian inference to analysis of applications in specific econometric problems and the testing of hypotheses and models.

Contents

Remarks on Inference in Economics. Principles of Bayesian Analysis with Selected Applications. The Univariate Normal Linear Regression Model. Special Problems in Regression Analysis. On Errors in the Variables. Analysis of Single Equation Nonlinear Models. Time Series Models: Some Selected Examples. Multivariate Regression Models. Simultaneous Equation Econometric Models. On Comparing and Testing Hypotheses. Analysis of Some Control Problems. Conclusion. Appendices. Bibliography. Indexes.

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