The Oxford Handbook of Bayesian Econometrics
Geweke, John and Koop, Gary and van Dijk, Herman, eds. (2011) The Oxford Handbook of Bayesian Econometrics. Oxford Handbooks in Economics . Oxford University Press. ISBN 978-0-19-955908-4
Full text not available in this repository.Abstract
Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest developments in their specific fields of expertise. The volume provides broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing. It reviews the state of the art in Bayesian econometric methodology, with chapters on posterior simulation and Markov chain Monte Carlo methods, Bayesian nonparametric techniques, and the specialized tools used by Bayesian time series econometricians such as state space models and particle filtering. It also includes chapters on Bayesian principles and methodology.
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Item type: Book ID code: 35557 Dates: DateEvent29 September 2011PublishedSubjects: Social Sciences > Economic Theory Department: Strathclyde Business School > Economics Depositing user: Pure Administrator Date deposited: 02 Nov 2011 15:15 Last modified: 11 Nov 2024 15:42 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/35557