Introduction to Bayesian Econometrics - Edward Greenberg - Paperback Bog - Cambridge University Press - 2014 - Engelsk - Booktok.dk
Brand: Cambridge University Press
Description
This textbook is an introduction to econometrics from the Bayesian viewpoint. New material includes a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The R programming language is also emphasized.