The Oxford Handbook of Bayesian Econometrics (Oxford Handbooks) - Hardcover

Hardcover

ISBN 10: 0199559082 ISBN 13: 9780199559084

Verlag: OUP Oxford, 2011

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Críticas:

This Handbook is an excellent piece of scholarly work that displays the full power of the Bayesian method. (Gael Martin)

Reseña del editor:

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.

Über diese Auflage

• Verlag: OUP Oxford
• Erscheinungsdatum: 2011
• ISBN 10: 0199559082
• ISBN 13: 9780199559084
• Einband: Tapa dura
• Anzahl der Seiten: 572
• Herausgeber: Geweke John, Koop Gary, Van Dijk Herman