An introduction to Bayesian inference in econometrics /
Zellner, Arnold, 1927-
An introduction to Bayesian inference in econometrics / Arnold Zellner. - New York, New Jersey : John Wiley & Sons, 1971. - xv, 431 páginas : ilustraciones, gráficas a blanco y negro ; 24 cm. - Wiley series in probability and mathematical statistics . - Wiley series in probability and mathematical statistics. .
1. Remarks on inference in economics, 1 -- II. Principles of bayesian analysis with selected applications, 13 -- III. The univariate normal linear regression model, 58 -- IV. Special problems in regression analysis, 86 -- V. On errors in the variables, 114 -- VI. Analysis of single equation nonlinear models, 162 -- VII. Time series models: some selected examples, 186 -- VIII. Multivariate regression models, 224 -- IX. Simultaneous equation econometric models, 248 -- X. On Comparing and testing hypotheses, 291 -- XI. Analysis of some control problems, 319 -- XII. Conclusion, 360 -- Appendix A, 363 -- Appendix B, 379 -- A ppendix C, 400 -- Bibliography, 415 -- Author index, 423 -- Subject index, 427.
0471981656
Econometría.
Inferencia bayesiana.
HB 139 / .Z2 1971
An introduction to Bayesian inference in econometrics / Arnold Zellner. - New York, New Jersey : John Wiley & Sons, 1971. - xv, 431 páginas : ilustraciones, gráficas a blanco y negro ; 24 cm. - Wiley series in probability and mathematical statistics . - Wiley series in probability and mathematical statistics. .
1. Remarks on inference in economics, 1 -- II. Principles of bayesian analysis with selected applications, 13 -- III. The univariate normal linear regression model, 58 -- IV. Special problems in regression analysis, 86 -- V. On errors in the variables, 114 -- VI. Analysis of single equation nonlinear models, 162 -- VII. Time series models: some selected examples, 186 -- VIII. Multivariate regression models, 224 -- IX. Simultaneous equation econometric models, 248 -- X. On Comparing and testing hypotheses, 291 -- XI. Analysis of some control problems, 319 -- XII. Conclusion, 360 -- Appendix A, 363 -- Appendix B, 379 -- A ppendix C, 400 -- Bibliography, 415 -- Author index, 423 -- Subject index, 427.
0471981656
Econometría.
Inferencia bayesiana.
HB 139 / .Z2 1971