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Complete and Incomplete Econometric Models
Engelsk
Bogcover for Complete and Incomplete Econometric Models af John Geweke, 9780691140025
Specifikationer
Sprog:
Engelsk
Sider:
176
ISBN-13:
9780691140025
Indbinding:
Hardback
ISBN-10:
0691140022
Udg. Dato:
28 feb 2010
Størrelse i cm:
14,8 x 22,1 x 2,2
Oplagsdato:
28 feb 2010
Forfatter(e):

Complete and Incomplete Econometric Models

Engelsk
Hardback 2010
Format:

Bog beskrivelse

Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have developed tests and other checks for model adequacy. All of these methods, however, take as given the specification of the model to be tested. In this book, John Geweke addresses the critical earlier stage of model development, the point at which potential models are inherently incomplete.


Summarizing and extending recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative process of model formulation. These methods, which are accessible to economics PhD students as well as to practicing applied econometricians, streamline the processes of model development and specification checking. Complete with illustrations from a wide variety of applications, this is an important contribution to econometrics that will interest economists and PhD students alike.

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Specifikationer
Sprog:
Engelsk
Sider:
176
ISBN-13:
9780691140025
Indbinding:
Hardback
ISBN-10:
0691140022
Udg. Dato:
28 feb 2010
Størrelse i cm:
14,8 x 22,1 x 2,2
Oplagsdato:
28 feb 2010
Forfatter(e):
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