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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Reseña del editor

Providing researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques to empirical studies, this book covers the full range of the new numerical techniques which have been developed over the last thirty years. Notably, these are: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling. The author covers both advances in theory and modern approaches to numerical and applied problems, and includes applications drawn from a variety of different fields within economics, while also providing a quick overview of the underlying statistical ideas of Bayesian thought. The result is a book which presents a roadmap of applied economic questions that can now be addressed empirically with Bayesian methods. Consequently, many researchers will find this a readily readable survey of this growing topic.

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Weitere beliebte Ausgaben desselben Titels

9780387982335: Bayesian Economics Through Numerical Methods: A Guide to Econometrics and Decision-Making with Prior Information

Vorgestellte Ausgabe

ISBN 10:  0387982337 ISBN 13:  9780387982335
Verlag: Springer, 1997
Hardcover