Edition | 2 |
---|---|
Year | 2012 |
Format | Ebook |
Author |
Greenberg |
Publisher |
Cambridge University Press |
Introduction to Bayesian Econometrics Ebook
This textbook is an introduction to econometrics from the Bayesian viewpoint. New material includes a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The R programming language is also emphasized.