Bayesian econometric methods (Record no. 2982)
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| fixed length control field | 02755nam a22002537a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220715131437.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220715b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781108437493 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.01519542 |
| Item number | CHA |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Chan, Joshua |
| 245 ## - TITLE STATEMENT | |
| Title | Bayesian econometric methods |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Cambridge University Press |
| Place of publication, distribution, etc. | New York |
| Date of publication, distribution, etc. | 2020 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxiii, 466 p. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | 44.99 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Table of Contents<br/>1. The subjective interpretation of probability<br/>2. Bayesian inference<br/>3. Point estimation<br/>4. Frequentist properties of Bayesian estimators<br/>5. Interval estimation<br/>6. Hypothesis testing<br/>7. Prediction<br/>8. Choice of prior<br/>9. Asymptotic Bayes<br/>10. The linear regression model<br/>11. Basics of random variate generation and posterior simulation<br/>12. Posterior simulation via Markov chain Monte Carlo<br/>13. Hierarchical models<br/>14. Latent variable models<br/>15. Mixture models<br/>16. Bayesian methods for model comparison, selection and big data<br/>17. Univariate time series methods<br/>18. State space and unobserved components models<br/>19. Time series models for volatility<br/>20. Multivariate time series methods<br/>Appendix<br/>Bibliography<br/>Index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC methods are discussed and illustrated in detail - from introductory applications to those at the current research frontier - and MATLAB® computer programs are provided on the website accompanying the text. Suitable for graduate study in economics, the text should also be of interest to students studying statistics, finance, marketing, and agricultural economics.<br/><br/>Offers an update to the first edition by adding extensive coverage of macroeconomic models<br/>Provides additional exercises to aid researchers new to MCMC with understanding the methods<br/>MATLAB® computer programs are included on the website accompanying the text |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Bayesian statistical decision theory |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometrics |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Koop, Gary |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Poirier, , Dale J. |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Tobias, Justin L. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Date checked out | Copy number | Cost, replacement price | Price effective from | Koha item type |
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| Dewey Decimal Classification | Public Policy & General Management | TB842 | 30-06-2022 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 07/15/2022 | Technical Bureau India Pvt. Ltd. | 3040.92 | 1 | 330.01519542 CHA | 002765 | 05/25/2023 | 04/01/2023 | 1 | 4624.97 | 07/15/2022 | Book |