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Author:   John Geweke (Distinguished Professor, Economics Discipline Group, University of Technology Sydney) ,  Gary Koop (Professor of Economics, University of Strathclyde) ,  Herman van Dijk (Professor of Econometrics, Econometric Institute, Erasmus University Rotterdam and Econometrics Department, VU University Amsterdam)
Publisher:   Oxford University Press
Imprint:   Oxford University Press
Dimensions:   Width: 17.10cm , Height: 3.20cm , Length: 24.60cm
Weight:   1.000kg
ISBN:  

9780199681334

ISBN 10:   0199681333
Pages:   572
Publication Date:   11 July 2013
Audience:   Professional and scholarly ,  Professional and scholarly ,  Professional & Vocational ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   To order  
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Table of Contents

John Geweke, Gary Koop, and Herman van Dijk: Introduction Part I: Principles 1: Gary Chamberlain: Bayesian Aspects of Treatment Choice 2: Dale Poirier: Exchangeability, Representation Theorems, and Subjectivity Part II: Methods 3: Paolo Giordani, Michael Pitt, and Robert Kohn: Bayesian Inference for Time Series State Space Models 4: Jim Griffin, Fernando Quintana, and Mark Steel: Flexible and Nonparametric Modelling 5: Siddhartha Chib: Introduction to Simulation and MCMC Methods Part III: Applications 6: Mingliang Li and Justin Tobias: Bayesian Methods in Microeconometrics 7: Marco Del Negro and Frank Schorfheide: Bayesian Macroeconometrics 8: Peter Rossi and Greg Allenby: Bayesian Applications in Marketing 9: Eric Jacquier and Nicholas Polson: Bayesian Econometrics in Finance

Reviews

This Handbook is an excellent piece of scholarly work that displays the full power of the Bayesian method. All chapters, whilst reasonably self-contained, also serve as springboards to the broader literature, with extensive referencing being a feature of all. Access to specialized computer code is provided in some cases, serving to aid in the wider dissemination and use of the paradigm. Gael Martin, The Econometrics Journal

`This Handbook is an excellent piece of scholarly work that displays the full power of the Bayesian method. All chapters, whilst reasonably self-contained, also serve as springboards to the broader literature, with extensive referencing being a feature of all. Access to specialized computer code is provided in some cases, serving to aid in the wider dissemination and use of the paradigm. ' Gael Martin, The Econometrics Journal

Author Information

John Geweke received his PhD in economics from the University of Minnesota. He has been Professor of economics/ statistics at the University of Wisconsin, Duke University, the University of Minnesota, and the University of Iowa. He is co-editor of Journal of Econometrics, past co-editor of Journal of Applied Econometrics, and past editor of Journal of Business and Economic Statistics. He has published widely in econometrics and statistics, with major contributions to the analysis of time series and Bayesian econometrics. Professor Geweke is an elected fellow of the Econometric Society and the American Statistical Association and a past President of the International Society for Bayesian Analysis. Gary Koop has published numerous articles in Bayesian econometrics and statistics in journals such as Journal of Econometrics, Journal of the American Statistical Association and the Journal of Business and Economic Statistics. He is an associate editor for several journals, including Journal of Econometrics and Journal of Applied Econometrics. He is the author of Bayesian Econometrics, Bayesian Econometric Methods, Introduction to Econometrics, Analysis of Economic Data, and Analysis of Financial Data. Herman van Dijk received the Savage Prize for his PhD dissertation. His research interests are in Bayesian inference using simulation techniques, time series econometrics, and income distributions. He serves on the Editorial Board of major journals in econometrics. His publications consist of several books and more than 160 international scientific journal papers and reports.

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