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Bayesian Economics Through Numerical Methods: A Guide to Econometrics and Decision-Making with Prior Information - Softcover

Dorfman, Jeffrey H. H.

 
9781475771022: Bayesian Economics Through Numerical Methods: A Guide to Econometrics and Decision-Making with Prior Information

Inhaltsangabe

The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques which have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling.

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