LEADER 05777nam 2200685Ka 450 001 9910777942503321 005 20101115152719.0 010 $a1-280-77122-4 010 $a9786613681997 010 $a1-84855-309-9 035 $a(CKB)1000000000766423 035 $a(EBL)453251 035 $a(OCoLC)535128176 035 $a(SSID)ssj0000335048 035 $a(PQKBManifestationID)11273984 035 $a(PQKBTitleCode)TC0000335048 035 $a(PQKBWorkID)10272914 035 $a(PQKB)11363623 035 $a(MiAaPQ)EBC453251 035 $a(Au-PeEL)EBL453251 035 $a(CaPaEBR)ebr10315757 035 $a(CaONFJC)MIL368199 035 $a(UtOrBLW)bslw06311895 035 $a(PPN)140059202 035 $a(EXLCZ)991000000000766423 100 $a20101115d2009 uy 0 101 0 $aeng 135 $aurun||||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aBayesian econometrics$b[electronic resource] /$fedited by Siddhartha Chib ... [et al.] 210 $aBingley, UK $cEmerald JAI$d2008 215 $a1 online resource (656 p.) 225 1 $aAdvances in econometrics,$x0731-9053 ;$vv. 23 300 $aDescription based upon print version of record. 311 $a1-84855-308-0 320 $aIncludes bibliographical references. 327 $aBayesian econometrics : past, present, and future / Arnold Zellner -- Fitting and comparison of models for multivariate ordinal outcomes / Ivan Jeliazkov, Jennifer Graves, Mark Kutzbach -- Intra-household allocation and consumption of WIC-approved foods : A Bayesian approach / Ariun Ishdorj, Helen H. Jensen, Justin Tobias -- Causal effects from panel data in randomized experiments with partial compliance / Siddhartha Chib, Liana Jacobi -- Parametric and nonparametric inference in equilibrium job search models / Gary Koop -- Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms / Nadine McCloud, Subal C. Kumbhakar -- Semiparametric Bayesian estimation of random coefficients discrete choice models / Sylvie Tchumtchoua, Dipak K. Dey -- Bayesian econometrics : an introduction / Siddhartha Chib, William Griffiths, Gary Koop, Dek Terrell -- Bayesian two-stage regression with parametric heteroscedasticity / Arto Luoma, Jani Luoto -- Bayesian near-boundary analysis in basic macroeconomic time-series models / Michiel de Pooter, Francesco Ravazzolo, Rene Segers, Herman K. van Dijk -- Forecasting in vector autoregressions with many predictors / Dimitris Korobilis -- Bayesian inference in a cointegrating panel data model / Gary Koop, Roberto Leon-Gonzalez, Rodney Strachan -- Investigating nonlinear purchasing power parity during the post-Bretton Woods era : a Bayesian exponential smooth transition VECM approach / Deborah Gefang -- Bayesian forecast combination for VAR models / Michael K. Andersson, Sune Karlsson -- Bayesian inference on time-varying proportions / William J. McCausland, Brahim Lgui -- Imposing stationarity constraints on the parameters of ARCH and GARCH models / Christopher J. ODonnell, Vanessa Rayner -- Bayesian model selection for heteroskedastic models / Cathy W.S. Chen, Richard Gerlach, Mike K.P. So -- Bayesian student-t / S.T. Boris Choy, Wai-yin Wan, Chun-man Chan -- Bayesian inference using adaptive sampling / Paolo Giordani, Robert Kohn -- Bayesian analysis of the consumption CAPM / Veni Arakelian, Efthymios G. Tsionas -- A Bayesian analysis of the OPES model with a nonparametric component: An application to dental insurance and dental care / Murat K. Munkin, Pravin K. Trivedi. 330 $aBayesian Econometrics illustrates the scope and diversity of modern applications, reviews some recent advances, and highlights many desirable aspects of inference and computations. It begins with an historical overview by Arnold Zellner who describes key contributions to development and makes predictions for future directions. In the second paper, Giordani and Kohn makes suggestions for improving Markov chain Monte Carlo computational strategies. The remainder of the book is categorized according to microeconometric and time-series modeling. Models considered include an endogenous selection ordered probit model, a censored treatment-response model, equilibrium job search models and various other types. These are used to study a variety of applications for example dental insurance and care, educational attainment, voter opinions and the marketing share of various brands and an aggregate cross-section production function.Models and topics considered include the potential problem of improper posterior densities in a variety of dynamic models, selection and averaging for forecasting with vector autoregressions, a consumption capital-asset pricing model and various others. Applications involve U.S. macroeconomic variables, exchange rates, an investigation of purchasing power parity, data from London Metals Exchange, international automobile production data, and data from the Asian stock market. 410 0$aAdvances in econometrics ;$vv. 23. 606 $aBusiness & Economics$xEconomics$xTheory$2bisacsh 606 $aBusiness & Economics$xForecasting$2bisacsh 606 $aEconometrics$2bicssc 606 $aEconomic theory & philosophy$2bicssc 606 $aEconometrics 615 7$aBusiness & Economics$xEconomics$xTheory. 615 7$aBusiness & Economics$xForecasting. 615 7$aEconometrics. 615 7$aEconomic theory & philosophy. 615 0$aEconometrics. 676 $a330.01519542 701 $aChib$b Siddhartha$0296237 701 $aGriffiths$b William$01498562 801 0$bUtOrBLW 801 1$bUtOrBLW 906 $aBOOK 912 $a9910777942503321 996 $aBayesian econometrics$93724148 997 $aUNINA