000 01880nam a22003377a 4500
999 _c54874
_d54874
005 20190828144942.0
008 190828b ||||| |||| 00| 0 eng d
020 _a9780198773139
028 _a:International Book Distributors
_b:Flat No 14, Prakash Apartment 5 Ansari Road Darya Ganj New Delhi
_c:114276
_d:17/08/2019
082 _a330.0151 BAU
100 _aBauwens, Luc
245 _aBayesian Inference in Dynamic Econometric Models
_c/ Luc Bauwen
260 _a New York
_b : Oxford University Press
_c, 1999.
300 _axv, 350 pages
_c ; 24 cm.
365 _b5286
490 _aAdvanced texts in econometrics.
505 _a 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.
520 _aOffering 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
650 _aEconomics
650 _aEconometric models.
650 _aBayesian statistical decision theory.
650 _aStatistique bayésienne.
650 _aMethode van Bayes.
650 _aEconometrische modellen.
650 _aMethode van Bayes.
650 _aStatistique bayésienne -- Modèles économétriques.
700 _aBauwens, Luc
700 _a Richard, Jean-François,
700 _aLubrano, Michele
942 _cBOOK