An introduction to Bayesian inference in econometrics /

Détails bibliographiques
Cote:HB139 Z4.5
Auteur principal: Zellner, Arnold
Format: Livre
Langue:Inglés
Publié: New York : Wiley, 1971.
Collection:Wiley series in probability and mathematical statistics
Sujets:
Econometrics.
Bayesian statistical decision theory.
Econometria
Decisiones > Teoría > Estadística bayesiana
Économétrie.
Statistique bayésienne.
Econometrie.
Methode van Bayes.
Econometría
Econometric models > Statistical inference > Bayesian theories
Table des matières:
  • 1. Remarks in inference in economics
  • 2. Principles of Bayesian analysis with selected applications
  • 3. The univariate normal linear regression model
  • 4. Special problems in regression analysis
  • 5. On errors in the variables
  • 6. Analysis of single equation nonlinear models
  • 7. Time series models: some selected examples
  • 8. Multivariate regression models
  • 9. Simultaneous equation econometric models
  • 10. On comparing and testing hypotheses
  • 11. Analysis of some control problems.

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