Bayesian econometrics (Record no. 519)
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| fixed length control field | 05012nam a2200421Ka 4500 |
| 001 - CONTROL NUMBER | |
| control field | bslw06311895 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | UtOrBLW |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20161010130641.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr un||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 101115s2009 enk o 000 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781848553095 (electronic bk.) : |
| Terms of availability | £89.95 ; €137.95 ; $174.95 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UtOrBLW |
| Transcribing agency | UtOrBLW |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB139 |
| Item number | .B39 2009 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KCH |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KCA |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS069030 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS086000 |
| Source | bisacsh |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
| Universal Decimal Classification number | 330.43 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Edition number | 22 |
| 245 00 - TITLE STATEMENT | |
| Title | Bayesian econometrics |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | edited by Siddhartha Chib ... [et al.]. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Bingley, U.K. : |
| Name of publisher, distributor, etc | Emerald, |
| Date of publication, distribution, etc | 2009. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xii, 643 p.). |
| 490 1# - SERIES STATEMENT | |
| Series statement | Advances in econometrics, |
| International Standard Serial Number | 0731-9053 ; |
| Volume number/sequential designation | v. 23 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Bayesian econometrics : past, present, and future / Arnold Zellner -- Fitting and comparison of models for multivariate ordinal outcomes / Ivan Jeliazkov, Jennifer Graves, Mark Kutzbach -- Intra-household allocation and consumption of WIC-approved foods : A Bayesian approach / Ariun Ishdorj, Helen H. Jensen, Justin Tobias -- Causal effects from panel data in randomized experiments with partial compliance / Siddhartha Chib, Liana Jacobi -- Parametric and nonparametric inference in equilibrium job search models / Gary Koop -- Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms / Nadine McCloud, Subal C. Kumbhakar -- Semiparametric Bayesian estimation of random coefficients discrete choice models / Sylvie Tchumtchoua, Dipak K. Dey -- Bayesian econometrics : an introduction / Siddhartha Chib, William Griffiths, Gary Koop, Dek Terrell -- Bayesian two-stage regression with parametric heteroscedasticity / Arto Luoma, Jani Luoto -- Bayesian near-boundary analysis in basic macroeconomic time-series models / Michiel de Pooter, Francesco Ravazzolo, Rene Segers, Herman K. van Dijk -- Forecasting in vector autoregressions with many predictors / Dimitris Korobilis -- Bayesian inference in a cointegrating panel data model / Gary Koop, Roberto Leon-Gonzalez, Rodney Strachan -- Investigating nonlinear purchasing power parity during the post-Bretton Woods era : a Bayesian exponential smooth transition VECM approach / Deborah Gefang -- Bayesian forecast combination for VAR models / Michael K. Andersson, Sune Karlsson -- Bayesian inference on time-varying proportions / William J. McCausland, Brahim Lgui -- Imposing stationarity constraints on the parameters of ARCH and GARCH models / Christopher J. ODonnell, Vanessa Rayner -- Bayesian model selection for heteroskedastic models / Cathy W.S. Chen, Richard Gerlach, Mike K.P. So -- Bayesian student-t / S.T. Boris Choy, Wai-yin Wan, Chun-man Chan -- Bayesian inference using adaptive sampling / Paolo Giordani, Robert Kohn -- Bayesian analysis of the consumption CAPM / Veni Arakelian, Efthymios G. Tsionas -- A Bayesian analysis of the OPES model with a nonparametric component: An application to dental insurance and dental care / Murat K. Munkin, Pravin K. Trivedi. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Bayesian Econometrics illustrates the scope and diversity of modern applications, reviews some recent advances, and highlights many desirable aspects of inference and computations. It begins with an historical overview by Arnold Zellner who describes key contributions to development and makes predictions for future directions. In the second paper, Giordani and Kohn makes suggestions for improving Markov chain Monte Carlo computational strategies. The remainder of the book is categorized according to microeconometric and time-series modeling. Models considered include an endogenous selection ordered probit model, a censored treatment-response model, equilibrium job search models and various other types. These are used to study a variety of applications for example dental insurance and care, educational attainment, voter opinions and the marketing share of various brands and an aggregate cross-section production function.Models and topics considered include the potential problem of improper posterior densities in a variety of dynamic models, selection and averaging for forecasting with vector autoregressions, a consumption capital-asset pricing model and various others. Applications involve U.S. macroeconomic variables, exchange rates, an investigation of purchasing power parity, data from London Metals Exchange, international automobile production data, and data from the Asian stock market. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business & Economics |
| General subdivision | Economics |
| -- | Theory. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business & Economics |
| General subdivision | Forecasting. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometrics. |
| Source of heading or term | bicssc |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economic theory & philosophy. |
| Source of heading or term | bicssc |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometrics. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Chib, Siddhartha. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Griffiths, William. |
| 776 1# - ADDITIONAL PHYSICAL FORM ENTRY | |
| International Standard Book Number | 9781848553088 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Advances in econometrics ; |
| Volume number/sequential designation | v. 23. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://www.emeraldinsight.com/0731-9053/23 |
| 913 ## - | |
| -- | BMEbacklist |
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