Bayesian Econometric Methods
Author: Gary Koop
A new book in the Econometric Exercises series, this volume contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety of models commonly used by econometricians. Aimed primarily at advanced undergraduate and graduate students studying econometrics, this book may also be useful for students studying finance, marketing, agricultural economics, business economics or, more generally, any field which uses statistics. The book also comes equipped with a supporting website containing all the relevant data sets and MATLAB computer programs for solving the computational exercises.
Table of Contents:
Preface | ||
1 | An Overview of Bayesian Econometrics | 1 |
2 | The Normal Linear Regression Model with Natural Conjugate Prior and a Single Explanatory Variable | 15 |
3 | The Normal Linear Regression Model with Natural Conjugate Prior and Many Explanatory Variables | 33 |
4 | The Normal Linear Regression Model with Other Priors | 59 |
5 | The Nonlinear Regression Model | 89 |
6 | The Linear Regression Model with General Error Covariance Matrix | 117 |
7 | The Linear Regression Model with Panel Data | 147 |
8 | Introduction to Time Series: State Space Models | 181 |
9 | Qualitative and Limited Dependent Variable Models | 209 |
10 | Flexible Models: Nonparametric and Semiparametric Methods | 235 |
11 | Bayesian Model Averaging | 265 |
12 | Other Models, Methods and Issues | 283 |
App. A | Introduction to Matrix Algebra | 311 |
App. B | Introduction to Probability and Statistics | 317 |
Bibliography | 335 | |
Index | 347 |
Book review: Chocolate and Zucchini or Simple Indian Cookery
Death of a Thousand Cuts: Corporate Campaigns and the Attack on the Corporation
Author: Jarol B Manheim
This bk presents the first up-to-date comprehensive treatment of the corporate campaign . It is aimed at both scholars, advanced students and it's practioners in fields of political commun, public relations, labor studies, human resources and management.
Booknews
For Manheim (media and public affairs and political science, George Washington U.) a corporate campaign is not a barrage of advertising, an army of corporate-paid specialists advising a government agency, or a legal suit to silence dissenters, but organized opposition against a corporation by a labor union or advocacy group it has offended or by a competing corporation. He looks at the history, the strategies and tactics, and the effects on company reputations. Among his example targets are Caterpillar, Home Depot, Nike, Starbucks, and Texaco. Annotation c. Book News, Inc., Portland, OR (booknews.com)
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