An Introduction to Bayesian Inference in Econometric – Arnold Zellner
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An Introduction to Bayesian Inference in Econometric – Arnold Zellner
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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.
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TABLE OF CONTENTS
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.
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