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He 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 the Journal of Econometrics and the Journal of Applied Econometrics.
Dale J. His professional activities have been numerous, and he has held elected positions in the American Statistical Association and the International Society for Bayesian Analysis. Justin L. Bayesian Econometric Methods. Gary Koop , Dale J. Poirier , Justin L. This volume in the Econometric Exercises series contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics.
In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety of models commonly used by econometricians.
Aimed primarily at advanced undergraduate and graduate students studying econometrics, this book may also be useful for students studying finance, marketing, agricultural economics, business economics or, more generally, any field which uses statistics.
The book also comes equipped with a supporting website containing all the relevant data sets and MATLAB computer programs for solving the computational exercises. Bayesian Econometric Methods Econometric Exercises.
Bayesian Econometric Methods
This book is intended to be accessible to students with no prior training in econometrics, and only a single course in mathematics e. Stu- dents will find a previous undergraduate course in probability and statistics useful; however Appendix B offers a brief introduction to these topics for those without the prerequisite background. Throughout the book, I have tried to keep the level of mathematical sophistication reasonably low. In contrast to other Bayesian and comparable frequentist textbooks, I have included more computer-related mate- rial.
SGPE: Bayesian Econometrics
The Oxford Handbook of Bayesian Econometrics
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