Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
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Book Description
This book offers an up-to-date coverage of the basic principles and tools of 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 , and the long available analytical results of Bayesian inference for linear regression models.
Book Info
Contains current coverage of the last twenty years of advances in Bayesian inference in econometrics, with and emphasis on dynamics models. Reveals how to treat Bayesian inference in non-linear models, by integrating the useful developments of numerical integration techniques based on simulations, and analytical results. Softcover.
Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics),Luc Bauwens,Michel Lubrano,Jean-Fran,cois Richard,Oxford University Press, USA,0198773137,Bayesian statistical decision,Bayesian statistical decision theory,Business & Economics,Business / Economics / Finance,Business/Economics,Econometric models,Econometrics,Economics - General,General,Research,Use Of Models In The Social Sciences,Business & Economics / Econometrics,Computer modelling & simulation,Economics | Econometrics,Mathematical modelling,Probability & statistics
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