Bayesian Inference in the Social Sciences (2014) by Ivan Jeliazkov & Xin-She Yang [Dr.Soc]

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Bayesian Inference in the Social Sciences

Author: Ivan Jeliazkov, Xin-She Yang
Hardcover: 352 pages
Publisher: Wiley; 1 edition (September 29, 2014)
Language: English
ISBN-10: 1118771214
ISBN-13: 978-1118771211
Format: PDF


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Summary:

Emphasizing interdisciplinary coverage, Bayesian Inference in the Social Sciences builds upon the recent growth in Bayesian methodology and examines an array of topics in model formulation, estimation, and applications. The book presents recent and trending developments in a diverse, yet closely integrated, set of research topics within the social sciences and facilitates the transmission of new ideas and methodology across disciplines while maintaining manageability, coherence, and a clear focus.

Bayesian Inference in the Social Sciences features innovative methodology and novel applications in addition to new theoretical developments and modeling approaches, including the formulation and analysis of models with partial observability, sample selection, and incomplete data. Additional areas of inquiry include a Bayesian derivation of empirical likelihood and method of moment estimators, and the analysis of treatment effect models with endogeneity. The book emphasizes practical implementation, reviews and extends estimation algorithms, and examines innovative applications in a multitude of fields. Time series techniques and algorithms are discussed for stochastic volatility, dynamic factor, and time-varying parameter models. Additional features include:

Real-world applications and case studies that highlight asset pricing under fat-tailed distributions, price indifference modeling and market segmentation, analysis of dynamic networks, ethnic minorities and civil war, school choice effects, and business cycles and macroeconomic performance
State-of-the-art computational tools and Markov chain Monte Carlo algorithms with related materials available via the book’s supplemental website
Interdisciplinary coverage from well-known international scholars and practitioners
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16.43 MB
seeders:19
leechers:9
Bayesian Inference in the Social Sciences (2014) by Ivan Jeliazkov & Xin-She Yang [Dr.Soc]