Complete and incomplete econometric models /
"Summarizing and extending recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative process of model formulation. These methods, which are accessible to economics PhD students as well as to practicing applied econometricians, stream...
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| Online Access: |
Full text (MCPHS users only) |
|---|---|
| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Princeton :
Princeton University Press,
2010
|
| Series: | Econometric and Tinbergen Institutes lectures.
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| Subjects: | |
| Local Note: | ProQuest Ebook Central |
MARC
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| 100 | 1 | |a Geweke, John, |e author. | |
| 245 | 1 | 0 | |a Complete and incomplete econometric models / |c John Geweke. |
| 260 | |a Princeton : |b Princeton University Press, |c ©2010. | ||
| 300 | |a 1 online resource (vi, 165 pages) : |b illustrations | ||
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| 490 | 1 | |a [The Econometric and Tinbergen Institutes lectures] | |
| 504 | |a Includes bibliographical references (pages 161-165). | ||
| 505 | 0 | |a Introduction -- The Bayesian Paradigm --Prior Predictive Analysis and Model Evalustion -- Incomplete Structural Models -- An Incomplete Model Space. | |
| 520 | 1 | |a "Summarizing and extending recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative process of model formulation. These methods, which are accessible to economics PhD students as well as to practicing applied econometricians, streamline the processes of model development and specification checking. Complete with illustrations from a wide variety of applications, this is an important contribution to econometrics that will interest economists and PhD students alike."--Jacket | |
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| 650 | 0 | |a Econometric models. | |
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