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An introduction to bayesian inference in econometrics / (Record no. 452794)

000 -CABECERA
campo de control de longitud fija 04177nam a2200289 i 4500
001 - NÚMERO DE CONTROL
campo de control 452794
005 - FECHA Y HORA DE ACTUALIZACIÓN
005 20191210144504.0
008 - LONGITUD FIJA
campo de control de longitud fija 150901t1971||||nyua g r
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 0471981656
100 1# - AUTOR PERSONAL
nombre Zellner, Arnold
relación autor
9 (RLIN) 283901
245 13 - TÍTULO PROPIAMENTE DICHO
título An introduction to bayesian inference in econometrics /
Mención de responsabilidad, etc. Arnold Zellner
264 #1 - PIE DE IMPRENTA
lugar (ciudad) New York, United States :
editorial John Wiley & Sons,
fecha ©1971
300 ## - DESCRIPCIÓN FÍSICA
Extensión 431 páginas :
Ilustraciones ilustraciones, tablas ;
Dimensiones 24 cm.
336 ## - TIPO DE CONTENIDO
contenido texto
337 ## - MEDIACIÓN
RDA rdamedia
medio no mediado
338 ## - PORTADOR
RDA rdacarrier
Portador volumen
500 ## - NOTA GENERAL
Nota general Includes appendix, bibliography and index. -- Appendix A. -- Appendix B. -- Appendix C.
505 0# - NOTA DE CONTENIDO
Nota de contenido Remarks on inference in economics. -- The unity of science. -- Deductive inference. -- Inductive inference. -- Principles of Bayesian analysis with selected applications. -- Bayes' theorem. -- Bayes' theorem and several sets of data. -- Prior probability density functions. -- The univariate normal linear regression model. -- the simple univariate normal linear regression model. -- Model and likelihood function. -- Posterior PDF'S for parameters with a diffuse prior PDF. -- The normal multiple regression model. -- Special problems in regression analysis. -- The regression model with auto correlated errors. -- Regression with unequal variances. -- Two regressions with some common coefficients. -- On errors in the variables. -- The classical EVM: Preliminary problem. -- Classical EVM: Analysis of the functional form. -- ML Analysis of structural form of the EVM. -- Analysis of single equation nonlinear Models. -- The box - cox analysis of transformations. -- Constant elasticity of substitution (CES) production. -- Generalized production functions. -- Time series models: some selected examples. -- First order normal auto regressive process. -- First order autoregressive model with incomplete data. -- Analysis of second order autoregressive process. -- Multivariate regression models. -- The traditional multivariate regression models. -- Predictive PDF for the traditional Regression model. -- The traditional multivariate model with exact restrictions. -- Simultaneous equation econometric models. -- fully recursive models. -- General triangular systems. -- The concept of identification in Bayesian analysis. -- On comparing and testing hypotheses. -- Posterior probabilities associated with hypotheses. -- Analyzing hypotheses with diffuse prior PDF'S for parameters.
520 ## - RESUMEN
Resumen The purpose of this book is to provide readers with an introduction to Bayesian inference in econometrics. An effort has been made to relate the problems of inference in econometrics to the general problems of inference in science and to indicate how the Bayesian approach relates to general problems of scientific inference in chapter I. In chapter II some fundamental concepts and operations employed in the Bayesian approach o inference are presented, discussed, and applied in analyses of several simple and important problems. Chapter III through IX are devoted to Bayesian analyses of models often encountered in econometric work, with sampling theory results are made. In chapter X I treat the problems of testing and comparing hypotheses, and in chapter XI I analyze several control problems relating to regression and other processes. In chapter XII I presented some concluding remarks. Appendices A and B provide a resume of the properties of a number of important univariate and multivariate distributions. In appendix C univariate and bivariate numerical integration techniques ae briefly described. I have tried to keep the analysis and notation in this book as simple as possible. However, readers are assumed to be familiar with basic concepts and operations of probability theory, differential and integral calculus and matrix algebra.
082 04 - CLASIFICACIÓN DECIMAL DEWEY
Clasificación 330.015195
Clave de autor Z51
650 #4 - MATERIA GENERAL
Término de materia o nombre geográfico como elemento inicial Análisis de Regresión
9 (RLIN) 215922
650 #4 - MATERIA GENERAL
Término de materia o nombre geográfico como elemento inicial Analisis de Series de Tiempo
9 (RLIN) 218084
650 #4 - MATERIA GENERAL
Término de materia o nombre geográfico como elemento inicial Diseño experimental
9 (RLIN) 243818
650 #4 - MATERIA GENERAL
Término de materia o nombre geográfico como elemento inicial Econometria
9 (RLIN) 208010
650 #4 - MATERIA GENERAL
Término de materia o nombre geográfico como elemento inicial Ecuaciones Simultaneas
9 (RLIN) 247368
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        Colección general B. Campus los Cerros B. Campus los Cerros Colección general 06/01/2015 21 20000.00 1971 1 330.015195 Z51 0000042318 09/09/2015 09/09/2015 1 20000.00 Book

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