Using Simulation Methods For Bayesian Econometric Models

DOWNLOAD

Download Using Simulation Methods For Bayesian Econometric Models PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Using Simulation Methods For Bayesian Econometric Models book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Using Simulation Methods For Bayesian Econometric Models

DOWNLOAD
Author : John Geweke
language : en
Publisher:
Release Date : 1998

Using Simulation Methods For Bayesian Econometric Models written by John Geweke and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Bayesian statistical decision theory categories.

Econometric Inference Using Simulation Techniques

DOWNLOAD
Author : Herman K. van Dijk
language : en
Publisher:
Release Date : 1995-07-11

Econometric Inference Using Simulation Techniques written by Herman K. van Dijk and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-07-11 with Business & Economics categories.

This book provides a comprehensive assessment of the latest simulation techniques, and examines the three main areas of econometric inference where the use of simulation methods has been successful; Bayesian inference, classical inference, and the solution and stochastic simulation of dynamic econometric models, in particular general equilibrium models.

Contemporary Bayesian Econometrics And Statistics

DOWNLOAD
Author : John Geweke
language : en
Publisher: Wiley-Interscience
Release Date : 2005-09-14

Contemporary Bayesian Econometrics And Statistics written by John Geweke and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-09-14 with Business & Economics categories.

Bayesian analysis is a highly effective tool in the many cases when economic decisions are based on limited or imperfect information. For students and professionals familiar with basic econometrics, this volume is an accessible entry point into the Bayesian method.

Bayesian Econometrics

DOWNLOAD
Author : Gary Koop
language : en
Publisher: Wiley-Interscience
Release Date : 2003

Bayesian Econometrics written by Gary Koop and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.

Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. Topics covered in the book include the regression model (and variants applicable for use with panel data), time series models, models for qualitative or censored data, nonparametric methods and Bayesian model averaging. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics.

Proceedings Of The Section On Bayesian Statistical Science

DOWNLOAD
Author : American Statistical Association. Section on Bayesian Statistical Science
language : en
Publisher:
Release Date : 1998

Proceedings Of The Section On Bayesian Statistical Science written by American Statistical Association. Section on Bayesian Statistical Science and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Bayesian statistical decision theory categories.

Bayesian Analysis Of Time Varying Parameter Vector Autoregressive Model For The Japanese Economy And Monetary Policy

DOWNLOAD
Author : Jouchi Nakajima
language : en
Publisher:
Release Date : 2009

Bayesian Analysis Of Time Varying Parameter Vector Autoregressive Model For The Japanese Economy And Monetary Policy written by Jouchi Nakajima and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Japan categories.

This paper analyzes the time-varying parameter vector autoregressive (TVP-VAR) model for the Japanese economy and monetary policy. The time-varying parameters are estimated via the Markov chain Monte Carlo method and the posterior estimates of parameters reveal the time-varying structure of the Japanese economy and monetary policy during the period from 1981 to 2008. The marginal likelihoods of the TVP-VAR model and other VAR models are also estimated. The estimated marginal likelihoods indicate that the TVP-VAR model best fits the Japanese economic data.--Author's abstract.

Bayesian Inference For Hospital Quality In A Selection Model

DOWNLOAD
Author : John Geweke
language : en
Publisher:
Release Date : 2001

Bayesian Inference For Hospital Quality In A Selection Model written by John Geweke and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Bayesian statistical decision theory categories.

This paper develops new econometric methods to infer hospital quality in a model with discrete dependent variables and non-random selection. Mortality rates in patient discharge records are widely used to infer hospital quality. However, hospital admission is not random and some hospitals may attract patients with greater unobserved severity of illness than others. In this situation the assumption of random admission leads to spurious inference about hospital quality. This study controls for hospital selection using a model in which distance between the patient's residence and alternative hospitals are key exogenous variables. Bayesian inference in this model is feasible using a Markov chain Monte Carlo posterior simulator, and attaches posterior probabilities to quality comparisons between individual hospitals and groups of hospitals. The study uses data on 74,848 Medicare patients admitted to 114 hospitals in Los Angeles County from 1989 through 1992 with a diagnosis of pneumonia. It finds the smallest and largest hospitals to be of high quality and public hospitals to be of low quality. There is strong evidence of dependence between the unobserved severity of illness and the assignment of patients to hospitals. Consequently a conventional probit model leads to inferences about quality markedly different than those in this study's selection model.

Bayesian Inference Of Threshold Autoregressive Model And Application

DOWNLOAD
Author : Ming-Tui Huang
language : en
Publisher:
Release Date : 2000

Bayesian Inference Of Threshold Autoregressive Model And Application written by Ming-Tui Huang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with categories.

An Econometric Model Of Birth Inputs And Outputs

DOWNLOAD
Author : Kai Li
language : en
Publisher:
Release Date : 2000

An Econometric Model Of Birth Inputs And Outputs written by Kai Li and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with categories.

Bayesian Comparison Of Dynamic Macroeconomics Models

DOWNLOAD
Author : John Stanley Landon-Lane
language : en
Publisher:
Release Date : 1998

Bayesian Comparison Of Dynamic Macroeconomics Models written by John Stanley Landon-Lane and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with categories.