Search results for ""Author Dale J. Poirier""
Edward Elgar Publishing Ltd THE METHODOLOGY OF ECONOMETRICS
The methodology of econometrics is concerned with rules governing the building of statistical models in economics. These two volumes draw together 62 previously published studies in economics and statistics. The volumes are divided into 12 sections covering controversial topics ranging from the earliest days of econometrics to the present. Sections include policy analysis, exogeneity, causality, Bayesian perspective and British econometrics.
£427.00
Emerald Publishing Limited Bayesian Model Comparison
The volume contains articles that should appeal to readers with computational, modeling, theoretical, and applied interests. Methodological issues include parallel computation, Hamiltonian Monte Carlo, dynamic model selection, small sample comparison of structural models, Bayesian thresholding methods in hierarchical graphical models, adaptive reversible jump MCMC, LASSO estimators, parameter expansion algorithms, the implementation of parameter and non-parameter-based approaches to variable selection, a survey of key results in objective Bayesian model selection methodology, and a careful look at the modeling of endogeneity in discrete data settings. Important contemporary questions are examined in applications in macroeconomics, finance, banking, labor economics, industrial organization, and transportation, among others, in which model uncertainty is a central consideration.
£127.71
