An Introduction to Bayesian Inference in Econometrics

By:

Arnold Zellner

Format:

Paperback / softback

Series:

Wiley Classics Library

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Description

This volume is an early introduction to Bayesian inference and methodology which should still have value for the statistician and student. Coverage ranges from the fundamental concepts and operations of Bayesian inference to analysis of applications in specific econometric problems and a testing of hypotheses and models. As a early work in Bayesian analysis, the book's reissue makes it once again available for students of the subject and those citing it in contemporary research.

Author Biography:

Arnold Zellner was a leading economist at the University of Chicago Booth School of Business who pioneered the field of Bayesian econometrics. Zellner was known for the breadth of his contributions to many different areas of econometrics. His pioneering work in systems of equations, Bayesian statistics and econometrics, or time series analysis would each have earned him worldwide recognition. An award-winning teacher, Zellner published more than 200 scholarly articles and 22 books and monographs, including An Introduction to Bayesian Inference in Econometrics, J. Wiley and Sons, Inc., 1971 and Basic Issues in Econometrics, University of Chicago Press, 1984.

Release date Australia

September 4th, 1996

Author

Arnold Zellner

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational
Undergraduate

Pages

448

Series

Wiley Classics Library

Dimensions

156x229x21

ISBN-13

9780471169376

Product ID

2470443

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