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Bayesian Inference in Dynamic Econometric Models / Luc Bauwen

By: Bauwens, LucContributor(s): Bauwens, Luc | Richard, Jean-François | Lubrano, MicheleMaterial type: Text

TextPublisher number: :International Book Distributors | :Flat No 14, Prakash Apartment 5 Ansari Road Darya Ganj New DelhiSeries: Advanced texts in econometricsPublication details: New York : Oxford University Press , 1999Description: xv, 350 pages ; 24 cmISBN: 9780198773139Subject(s): Economics | Econometric models | Bayesian statistical decision theory | Statistique bayésienne | Methode van Bayes | Econometrische modellen | Methode van Bayes | Statistique bayésienne -- Modèles économétriquesDDC classification: 330.0151 BAU

Contents:

Machine derived contents note: 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.

Summary: Offering an up-to-date coverage of the basic principles and tools of Bayesian inference in economics, this textbook then shows how to use Bayesian methods in a range of models suited to the analysis of macroeconomic and financial time series

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Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Books	SNU LIBRARY	330.0151 BAU (Browse shelf(Opens below))	Checked out to Suchismita Tarafdar (20500106)	04/09/2024 00:00	26684

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Previous	330.015 WOO Introductory Econometrics	330.015 WOO Introductory Econometrics	330.0151 ANG Mostly harmless econometrics	330.0151 BAU Bayesian Inference in Dynamic Econometric Models	330.0151 CHA Bayesian econometric methods	330.0151 CHI Fundamental methods of mathematical economics.	330.0151 CHI Elements of Dynamic Optimization	Next

Machine derived contents note: 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.

Offering an up-to-date coverage of the basic principles and tools of Bayesian inference in economics, this textbook then shows how to use Bayesian methods in a range of models suited to the analysis of macroeconomic and financial time series

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