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Contemporary Bayesian Econometrics and Statistics

 
 
 
 
Contemporary Bayesian Econometrics and Statistics
Author: John Geweke
ISBN 13: 9780471679325
ISBN 10: 471679321
Edition: 1
Publisher: Wiley-Interscience
Publication Date: 2005-09-14
Format: Hardcover
Pages: 320
List Price: $149.00
 
 

Geweke (economics, statistics, U. of Iowa) gives a thorough understanding of Bayesian analysis grounded in the theory of inference and optimal decision-making. He covers the basics of the elements of Bayesian inference, posterior simulation, linear models, modeling with latent variables, modeling for time series and Bayesian investigation, and includes such topics in inference as hierarchical priors and latent variables, improper prior distributions, prior robustness and the density ratio class, asymptotic analysis, and the likelihood principle. Geweke also details how models can be applied to specific problems, including linear models and policy choices, modeling with latent variables and missing data, prediction with time series models, and comparison and evaluation of models. Annotation © 2006 Book News, Inc., Portland, OR