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Bayesian econometrics [[electronic resource] /] / edited by Siddhartha Chib ... [et al.]
| Bayesian econometrics [[electronic resource] /] / edited by Siddhartha Chib ... [et al.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald JAI, 2008 |
| Descrizione fisica | 1 online resource (656 p.) |
| Disciplina | 330.01519542 |
| Altri autori (Persone) | ChibSiddharta |
| Collana | Advances in econometrics |
| Soggetto topico |
Bayesian statistical decision theory
Econometrics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-77122-4
9786613681997 1-84855-309-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Bayesian Econometrics; Copyright Page; Contents; List of Contributors; Part I: Introduction; Chapter 1. Bayesian Econometrics: An Introduction; 1. Introduction; 2. Microeconometric Modeling; 3. Time-Series Modeling; References; Chapter 2. Bayesian Econometrics: Past, Present, and Future; 1. Introduction; 2. The Past; 3. The Present State of Bayesian Econometrics; 4. The Future; Acknowledgments; References; Chapter 3. Bayesian Inference Using Adaptive Sampling; 1. Introduction; 2. Adaptive Sampling for Variable Selection in a Gaussian Linear Regression Model
3. Modeling Interventions in Time Series 4. Adaptive Sampling for Continuous Parameters; 5. Theory for Adaptive Sampling; 6. Adaptation for General Variable Selection Problems; Acknowledgment; References; Part II: Microeconometric Modeling; Chapter 4. A Bayesian Analysis of the Op es Model with a Nonparametric Component: An Application to Dental Insurance and Dental Care; Chapter 5. Fitting and Comparison of Models for Multivariate Ordinal Outcomes; 1. Introduction; 2. Background and Literature Review; 3. Econometric Framework; 4. Application; 5. Conclusion; References; 1. Introduction 2. Ordinal Data Models for Univariate Outcomes 3. Multivariate Ordinal Outcomes; 4. Model Comparison; 5. Additional Considerations; 6. Applications; 7. Conclusion; Acknowledgment; References; Chapter 6. Intra-Household Allocation and Consumption of WIC-Approved Foods: A Bayesian Approach; 1. Introduction; 2. The Model, Posterior Simulator and Posterior Predictives; 3. The Data; 4. Empirical Results; 5. Conclusion; Notes; Acknowledgment; References; Chapter 7. Causal Effects from Panel Data in Randomized Experiments with Partial Compliance; 1. Introduction; 2. Data; 3. Bayesian Modeling 4. Prior-Posterior Analysis 5. Analysis of Treatment Effects; 6. Conclusion; References; Appendix. MCMC Algorithms in Detail; Chapter 8. Parametric and Nonparametric Inference in Equilibrium Job Search Models; 1. Introduction; 2. The Basic Equilibrium Search Model; 3. Parametric Extensions of the Equilibrium Search Model; 4. Nonparametric Extensions of the Equilibrium Search Model; 5. Empirical Results; 6. Conclusions; Notes; References; Appendix. Bayesian Inference and Computation; Chapter 9. Do Subsidies Drive Productivity? A Cross-Country Analysis of Nordic Dairy Farms 1. Introduction and Motivation 2. Modeling Subsidies in Production; 3. Data; 4. Empirical Results; 5. Conclusion; Notes; References; Chapter 10. Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models; 1. Introduction; 2. Mixture of Dependent Dirichlet Process Models; 3. Dependent Dirichlet Process Priors in Discrete Choice Models with Individual-Level Data; 4. Dependent Dirichlet Process Priors in Discrete Choice Models with Aggregate Data Andsolor Endogeneity; 5. Empirical Applications; 6. Conclusion; Note; References Chapter 11. Bayesian Two-Stage Regression with Parametric Heteroscedasticity |
| Record Nr. | UNINA-9910454561003321 |
| Bingley, UK, : Emerald JAI, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bayesian econometrics / / edited by Siddhartha Chib ... [et al.]
| Bayesian econometrics / / edited by Siddhartha Chib ... [et al.] |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald JAI, 2008 |
| Descrizione fisica | 1 online resource (656 p.) |
| Disciplina | 330.01519542 |
| Altri autori (Persone) | ChibSiddharta |
| Collana | Advances in econometrics |
| Soggetto topico |
Bayesian statistical decision theory
Econometrics |
| ISBN |
1-280-77122-4
9786613681997 1-84855-309-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Bayesian 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. |
| Record Nr. | UNINA-9910822091903321 |
| Bingley, UK, : Emerald JAI, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||