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Verlag: Oxford University Press, Incorporated, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Sprache: Englisch
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Paperback. Zustand: Good. This book is in good condition; no remainder marks. It does have some cover shelfwear, edge wear, corner wear. Inside pages have no writing. ; Advanced Texts In Econometrics; 23.4 X 15.6 X 1.94 centimeters; 366 pages.
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Verlag: Oxford University Press OUP, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Sprache: Englisch
Anbieter: Books Puddle, New York, NY, USA
Zustand: New. pp. 368.
Verlag: Oxford University Press, GB, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Sprache: Englisch
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In den WarenkorbPaperback. Zustand: New. This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers a broad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It contains also an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods.
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In den WarenkorbZustand: New. pp. 368 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Verlag: Oxford University Press, Oxford, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Sprache: Englisch
Anbieter: AussieBookSeller, Truganina, VIC, Australien
Paperback. Zustand: new. Paperback. This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers abroad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It containsalso an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods. This work contains an up-to-date coverage of the last 20 years' advances in Bayesian inference in econometrics, with an emphasis on dynamic models. Several examples illustrate the methods. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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In den WarenkorbZustand: New. This work contains an up-to-date coverage of the last 20 years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. Several examples illustrate the methods.Über den AutorLuc Bauwens is currently P.
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Verlag: Oxford University Press, GB, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Sprache: Englisch
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In den WarenkorbPaperback. Zustand: New. This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers a broad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It contains also an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods.
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Verlag: Oxford University Press, Oxford, 2000
ISBN 10: 0198773129 ISBN 13: 9780198773122
Sprache: Englisch
Anbieter: AussieBookSeller, Truganina, VIC, Australien
Hardcover. Zustand: new. Hardcover. This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers abroad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It containsalso an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods. This book covers the principles and tools of Bayesian inference in econometrics. Bayesian inference is a branch of statistics that integrates explicitly both data and prior information in model building, estimation and evaluation. The book shows how to use Bayesian methods in models suited to the analysis of macroeconomic and financial time series Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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In den WarenkorbPaperback / softback. Zustand: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 566.
Verlag: Oxford University Press, Oxford, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Sprache: Englisch
Anbieter: Grand Eagle Retail, Bensenville, IL, USA
Paperback. Zustand: new. Paperback. This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers abroad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It containsalso an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods. This work contains an up-to-date coverage of the last 20 years' advances in Bayesian inference in econometrics, with an emphasis on dynamic models. Several examples illustrate the methods. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Verlag: Oxford University Press, Oxford, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Sprache: Englisch
Anbieter: CitiRetail, Stevenage, Vereinigtes Königreich
EUR 87,87
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In den WarenkorbPaperback. Zustand: new. Paperback. This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers abroad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It containsalso an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods. This work contains an up-to-date coverage of the last 20 years' advances in Bayesian inference in econometrics, with an emphasis on dynamic models. Several examples illustrate the methods. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Anbieter: Biblios, Frankfurt am main, HESSE, Deutschland
Zustand: New. PRINT ON DEMAND pp. 368.