Title: Bayesian computational methods and applications
Abstract: Part 1 Applications of Gibbs sampling and related methods: computation in Bayesian econometrics - an introduction to Markov chain Monte Carlo, Jim Albert and Siddhartha Chib Bayesian analysis of financial event studies data, Alan E. Gelfand and James M. Sfirdis Bayesian estimation of adult-equivalence scales - an application to Thai expenditure data, William Griffiths and Duangkamon Chotikapanich Bayesian computation for parametric models of heteroscedasticity in the linear model, W. John Boscardin and Andrew Gelman a Bayesian analysis of censored autocorrelated data on exports of Japanese passenger cars to the United States, Peter J. Zangari and Hiroki Tsurumi Bayesian approach in model selection for the binary response data, Dipak K. Dey et al. Part 2 Special computational methods and problems: Bayesian bootstrap inference via regression structure likelihood, Thomas Heckelei and Ron C. Mittelhammer protection against outliers in Bayesian linear models with econometric, Jean-Francois Angers and Brenda MacGibbon measurement error or endogeneity - sorting out sources of simultaneity - with an application to female labour supply, Charles J. Romeo and Jie Sun conditional Bayesian significance levels - econometric applications, Michael Brimacombe. Part 3 Applications of Bayesian decision theory: multiagent Bayesian theory and economic models of duopoly, R&D and bank runs, Juana Sanchez et al a decision framework for asset acquisition in a decentralized firm, Michael Cain and Christian Janssen.
Publication Year: 1996
Publication Date: 1996-01-01
Language: en
Type: book
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