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Lieferstatus:	i.d.R. innert 7-14 Tagen versandfertig
Veröffentlichung:	November 2012
Genre:	Wirtschaft / Recht
	Applied mathematics / BUSINESS & ECONOMICS / Econometrics / computer science / COMPUTERS / Computer Science / Econometrics / Econometrics and economic statistics / MATHEMATICS / Applied / MATHEMATICS / Probability & Statistics / General / Probability & statistics / Probability and statistics mehr...
ISBN:	9781107015319
EAN-Code:	9781107015319
Verlag:	Cambridge Academic
Einband:	Gebunden
Sprache:	English
Dimensionen:	H 257 mm / B 175 mm / D 20 mm
Gewicht:	640 gr
Seiten:	270
Illustration:	29 b/w illus. 19 tables, Zeichnungen, nicht spezifiziert, Tabellen, nicht spezifiziert
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood function, prior distributions and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties. Various methods of specifying prior distributions are considered, with special emphasis on subject-matter considerations and exchange ability. The regression model is examined to show how analytical methods may fail in the derivation of marginal posterior distributions. The remainder of the book is concerned with applications of the theory to important models that are used in economics, political science, biostatistics and other applied fields. New to the second edition is a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The new edition also emphasizes the R programming language.