An Introduction to Bayesian Inference in Econometrics
1st Edition
Published on 4. September 1996
Book
Paperback/Softback
448 pages
978-0-471-16937-6 (ISBN)
Description
This is a classical reprint edition of the original 1971 edition of An Introduction to Bayesian Inference in Economics. This historical volume is an early introduction to Bayesian inference and methodology which still has lasting value for today's statistician and student. The coverage ranges from the fundamental concepts and operations of Bayesian inference to analysis of applications in specific econometric problems and the testing of hypotheses and models.
More details
Series
Language
English
Place of publication
United States
Publishing group
John Wiley & Sons Inc
Target group
College/higher education
Professional and scholarly
Product notice
Paperback (trade)
Unsewn / adhesive bound
Dimensions
Height: 229 mm
Width: 152 mm
Thickness: 27 mm
Weight
722 gr
ISBN-13
978-0-471-16937-6 (9780471169376)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Arnold Zellner
An Introduction to Bayesian Inference in Econometrics
Book
11/1971
Wiley
€77.81
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Person
Arnold Zellner was a leading economist at the University of Chicago Booth School of Business who pioneered the field of Bayesian econometrics. Zellner was known for the breadth of his contributions to many different areas of econometrics. His pioneering work in systems of equations, Bayesian statistics and econometrics, or time series analysis would each have earned him worldwide recognition. An award-winning teacher, Zellner published more than 200 scholarly articles and 22 books and monographs, including An Introduction to Bayesian Inference in Econometrics, J. Wiley and Sons, Inc., 1971 and Basic Issues in Econometrics, University of Chicago Press, 1984.
Content
Remarks on Inference in Economics.
Principles of Bayesian Analysis with Selected Applications.
The Univariate Normal Linear Regression Model.
Special Problems in Regression Analysis.
On Errors in the Variables.
Analysis of Single Equation Nonlinear Models.
Time Series Models: Some Selected Examples.
Multivariate Regression Models.
Simultaneous Equation Econometric Models.
On Comparing and Testing Hypotheses.
Analysis of Some Control Problems.
Conclusion.
Appendices.
Bibliography.
Indexes.
Principles of Bayesian Analysis with Selected Applications.
The Univariate Normal Linear Regression Model.
Special Problems in Regression Analysis.
On Errors in the Variables.
Analysis of Single Equation Nonlinear Models.
Time Series Models: Some Selected Examples.
Multivariate Regression Models.
Simultaneous Equation Econometric Models.
On Comparing and Testing Hypotheses.
Analysis of Some Control Problems.
Conclusion.
Appendices.
Bibliography.
Indexes.