Advances in Econometrics, Volume 23: Bayesian Econometrics

Editors: Siddhartha Chib (Washington U - St. Louis), Gary Koop (U Strathclyde), Bill Griffiths (U Melbourne), Dek Terrell (LSU)

DOI 10.1016/S0731-9053(2008)23 Series copyright holder: Emerald Publishing Limited ISBN 978-1-84855-308-8 eISBN 978-1-84855-309-5 Book series ISSN 0731-9053

• Bayesian Econometrics: An Introduction, Siddhartha Chib, William Griffiths, Gary Koop, and Dek Terrell.
• Bayesian Econometrics: Past,Present, and Future, Arnold Zellner.
• Bayesian Inference Using Adaptive Sampling, Paolo Giordani and Robert Kohn.
• A Bayesian Analysis of the OPES Model with a Nonparametric Component: An Application to Dental Insurance and Dental Care, Murat K. Munkin and Pravin K.Trivedi.
• Fitting and Comparison of Models for Multivariate Ordinal Outcomes, Ivan Jeliazkov, Jennifer Graves, and Mark Kutzbach.
• Intra-Household Allocation and Consumption of WIC-Approved Foods: A Bayesian Approach, Ariun Ishdorj, Helen H. Jensen, and Justin Tobias.
• Causal Effects from Panel Data in Randomized Experiments with Partial Compliance, Siddhartha Chib and Liana Jocobi.
• Parametric and Nonparametric Inference in Equilibrium Job Search Models, Gary Koop.
• Do Subsidies Drive Productivity? A Cross-Country Analysis of Nordic Dairy Farms, Nadine McCloud and Subal C. Kumbhakar.
• Semiparametric Bayesian Estimation of Random Coefficients Discrete Choice Models, Sylvie Tchumtchoua and Dipak K. Dey.
• Bayesian Two-Stage Regression with Parametric Heteroscedasticity, Arto Luoma and Jani Luoto.
• Bayesian Near-Boundary Analysis in Basic Macroeconomic Time-Series Models, Michiel de Pooter, Francesco Ravazzolo, Rene Segers, and Herman K. van Dijk.
• Forecasting in Vector Autoregressions with Many Predictors, Dimitris Korobilis.
• Bayesian Inference in a Cointegrating Panel Data Model, Gary Koop, Roberto Leon-Gonzalez, and Rodney Strachan.
• Investigating Nonlinear Purchasing Power Parity During the Post-Bretton Woods Era - A Bayesian Exponential Smooth Transition VECM Approach, Deborah Gefang.
• Bayesian Forecast Combination for VAR Models, Michael K. Andersson and Sune Karlsson.
• Bayesian Inference on Time-Varying Proportions, William J. McCausland and Brahim Lgui.
• Imposing Stationarity Constraints on the Parameters of ARCH and GARCH Models, Christopher J. O'Donnell and Venessa Rayner.
• Bayesian Model Selection for Heteroskedastic Models, Cathy W.S. Chen, Richard Gerlach, and Mike K.P. So.
• Bayesian Student-t Stochastic Volatility Models via Scale Mixtures, S.T. Boris Choy, Wai-yin Wan, and Chun-man Chan.
• Bayesian Analysis of the Consumption CAPM, Veni Arakelian and Efthymios G.Tsionas.