Bayesian Inference in Dynamic Econometric Models
(häftad)Advanced Texts in Econometrics.
av Luc Bauwens
Bloggar
- Format:
- Häftad (paperback)
- Utgiven:
- 2000-01-01
- Språk:
- Engelska
This book offers an up-to-date coverage of the basic principles and of the tools of Bayesian inference in econometrics. Bayesian inference is a branch of statistics that integrates explicitly both data and prior (possibly subjective) information in model building , estimation and evaluation. The book then shows how to use Bayesian methods in a range of models especially suited to the analysis of macroeconomic and financial time series.
(Oxford)
Passar bra ihop
|
De som köpt den här boken har ofta också köpt Asset Pricing (inbunden) av John H Cochrane | |||
|
Pris för båda:
732:-Köp
|
Fler böcker av Luc Bauwens
|
|
|
||
High Frequency Financial EconometricsLuc Bauwens, Winfried Pohlmeier, David Veredas (inbunden) |
Econometric Modelling of Stock Market Intraday ActivityLuc Bauwens, Pierre Giot (inbunden) |
Handbook of Volatility Models and Their ApplicationsLuc Bauwens, Christian M Hafner, Sebastien Laurent (e-bok) | ||
|
1122:- Köp
|
2043:- Köp
|
1451:- Visa
|
Kundrecensioner
Bli först med att recensera och betygsätt boken Bayesian Inference in Dynamic Econometric Models -
du kan vinna 200 kr varje månad i tävlingen "Månadens recension".
Bloggat om Bayesian Inference in Dynamic Econometric Models
Innehållsförteckning
Chapter 1: Decision Theory and Bayesian Inference; Chapter 2: Bayesian Statistics and Linear Regression; Chapter 3: Methods of Numerical Integration; Chapter 4: Prior Densities for the Regression Model; Chapter 5: Dynamic Regression Models; Chapter 6: Bayesian Unit Roots; Chapter 7: Heteroskedasticity and ARCH; Chapter 8: Nonlinear Tome Series Models; Chapter 9: Systems of Equations; Appendix A: Probability Distributions; Appendix B: Generating Random Numbers
(Oxford)
