The Oxford Handbook of Bayesian Econometrics
The Oxford Handbook of Bayesian Econometrics

The Oxford Handbook of Bayesian Econometrics

Geweke, John/Koop, Gary/Van Dijk, Herman

IBD
Editorial:
Oxford University Press.
ISBN:
978-0-19-968133-4
Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian... Más información
Editorial:
Oxford University Press.
Encuadernación:
No definida.
País de publicación :
España
Idioma de publicación :
Castellano
Idioma original :
Castellano
ISBN:
978-0-19-968133-4
EAN:
9780199681334
Nº páginas:
576
Fecha publicación :
01-07-2013
70,65€
(67,93€ sin IVA)
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    Sinopsis

    Sinopsis de: "The Oxford Handbook of Bayesian Econometrics"

    Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest developments in their specific fields of expertise. The volume provides broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing. It reviews the state of the art in Bayesian econometric methodology, with chapters on posterior simulation and Markov chain Monte Carlo methods, Bayesian nonparametric techniques, and the specialized tools used by Bayesian time series econometricians such as state space models and particle filtering. It also includes chapters on Bayesian principles and methodology.

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    Geweke, John/Koop, Gary/Van Dijk, Herman

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