ENGLISH

Introduction to Bayesian Econometrics

By Edward Greenberg

Book information

Publisher
Cambridge University Press
Year
2007
ISBN
0521858712, 9780521858717
LCC
HB139 .G732 2008
Open Library ID
OL10437522M
Language
english
Format
PDF
Filesize
1 MB (1091720 bytes)
Edition
1
Pages
219\219
Library
Kolxo3
Time added
2011-08-31 04:54:40
Финансово-экономические дисциплины;Эконометрика

Description

This concise textbook is an introduction to econometrics at the graduate or advanced undergraduate level. It differs from other books in econometrics in its use of the Bayesian approach to statistics. This approach, in contrast to the frequentist approach to statistics, makes explicit use of prior information and is based on the subjective view of probability, which takes probability theory as applying to all situations in which uncertainty exists, including uncertainty over the values of parameters.

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