TY  - BOOK
AU  - Bauwens, Luc
AU  - Bauwens, Luc
AU  -  Richard, Jean-François,
AU  - Lubrano, Michele
TI  - Bayesian Inference in Dynamic Econometric Models
T2  - Advanced texts in econometrics
SN  - 9780198773139
U1  - 330.0151 BAU 
PY  - 1999///
CY  -  New York
PB  -  : Oxford University Press
KW  - Economics
KW  - Econometric models
KW  - Bayesian statistical decision theory
KW  - Statistique bayésienne
KW  - Methode van Bayes
KW  - Econometrische modellen
KW  - Statistique bayésienne -- Modèles économétriques
N1  - 	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
N2  - 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
ER  -