Bayesian Economics Through Numerical Methods: A Guide to Econometrics and Decision-Making with Prior Information - Rilegato

Dorfman, Jeffrey H.

 
9780387982335: Bayesian Economics Through Numerical Methods: A Guide to Econometrics and Decision-Making with Prior Information
Rilegato
ISBN 10: 0387982337 ISBN 13: 9780387982335
Casa editrice: Springer-Verlag GmbH, 1997

Sinossi

The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques which have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling. The author covers both advances in theory and modern approaches to numerical and applied problems. The book includes applications drawn from a variety of different fields within economics and also provides a quick overview to the underlying statistical ideas of Bayesian thought. The result is a book which presents a roadmap of applied economic questions that can now be addressed empirically with Bayesian methods. Consequently, many researchers will find this a readily readable survey of this growing research topic.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Contenuti

Theory and Basics.- A Quick Course in Bayesian Statistics and Decision Theory.- New Advances in Numerical Bayesian Techniques.- Applications in Econometrics.- Imposing Economic Theory.- Studying Parameters of Interest.- Unit Root and Cointegration Tests.- Model Specification Uncertainty.- Forecasting.- More Realistic Models Through Numerical Methods.- Applications to Economic Decision Making.- Decision Theory Applications.

Product Description

Book by Dorfman Jeffrey H

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer-Verlag GmbH
Data di pubblicazione
1997
Lingua
Inglese
ISBN 10 
0387982337
ISBN 13 
9780387982335
Rilegatura
Copertina rigida
Numero di pagine
124
Contatto del produttore
non disponibile
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Altre edizioni note dello stesso titolo

9781475771022: Bayesian Economics Through Numerical Methods: A Guide to Econometrics and Decision-Making with Prior Information

Edizione in evidenza

ISBN 10:  1475771029 ISBN 13:  9781475771022
Casa editrice: Springer, 2013
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