(0) items

The Oxford Handbook of Bayesian Econometrics

by ; ;


Pub. Date:
Oxford University Press

Questions About This Book?

Why should I rent this book?
Renting is easy, fast, and cheap! Renting from can save you hundreds of dollars compared to the cost of new or used books each semester. At the end of the semester, simply ship the book back to us with a free UPS shipping label! No need to worry about selling it back.
How do rental returns work?
Returning books is as easy as possible. As your rental due date approaches, we will email you several courtesy reminders. When you are ready to return, you can print a free UPS shipping label from our website at any time. Then, just return the book to your UPS driver or any staffed UPS location. You can even use the same box we shipped it in!
What version or edition is this?
This is the edition with a publication date of 8/24/2013.
What is included with this book?
  • The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any CDs, lab manuals, study guides, etc.
  • The Rental copy of this book is not guaranteed to include any supplemental materials. You may receive a brand new copy, but typically, only the book itself.

Author Biography

John Geweke, Distinguished Professor, Economics Discipline Group, University of Technology Sydney,Gary Koop, Professor of Economics, University of Strathclyde,Herman van Dijk, Professor of Econometrics, Econometric Institute, Erasmus University Rotterdam and Econometrics Department, VU University Amsterdam

John Geweke received his PhD in economics from the University of Minnesota. He has been Professor of economics/ statistics at the University of Wisconsin, Duke University, the University of Minnesota, and the University of Iowa. He is co-editor of Journal of Econometrics, past co-editor of Journal of Applied Econometrics, and past editor of Journal of Business and Economic Statistics. He has published widely in econometrics and statistics, with major contributions to the analysis of time series and Bayesian econometrics. Professor Geweke is an elected fellow of the Econometric Society and the American Statistical Association and a past President of the International Society for Bayesian Analysis.

Gary Koop 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 Journal of Econometrics and Journal of Applied Econometrics. He is the author of Bayesian Econometrics, Bayesian Econometric Methods, Introduction to Econometrics, Analysis of Economic Data, and Analysis of Financial Data.

Herman van Dijk received the Savage Prize for his PhD dissertation. His research interests are in Bayesian inference using simulation techniques, time series econometrics, and income distributions. He serves on the Editorial Board of major journals in econometrics. His publications consist of several books and more than 160 international scientific journal papers and reports.

Table of Contents

Introduction, John Geweke, Gary Koop, and Herman van Dijk
Part I: Principles
1. Bayesian Aspects of Treatment Choice, Gary Chamberlain
2. Exchangeability, Representation Theorems, and Subjectivity, Dale Poirier
Part II: Methods
3. Bayesian Inference for Time Series State Space Models, Paolo Giordani, Michael Pitt, and Robert Kohn
4. Flexible and Nonparametric Modelling, Jim Griffin, Fernando Quintana, and Mark Steel
5. Introduction to Simulation and MCMC Methods, Siddhartha Chib
Part III: Applications
6. Bayesian Methods in Microeconometrics, Mingliang Li and Justin Tobias
7. Bayesian Macroeconometrics, Marco Del Negro and Frank Schorfheide
8. Bayesian Applications in Marketing, Peter Rossi and Greg Allenby
9. Bayesian Econometrics in Finance, Eric Jacquier and Nicholas Polson

Please wait while the item is added to your cart...