Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics) - Tapa dura

Libro 14 de 26: Advanced Texts in Econometrics

Bauwens, Luc; Lubrano, Michel; Richard, Jean-François

 
9780198773122: Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
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ISBN 10: 0198773129 ISBN 13: 9780198773122
Editorial: OUP Oxford, 2000

Sinopsis

This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers a broad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It contains also an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods.

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Acerca del autor

Luc Bauwens is currently Professor of Economics at the Université catholique de Louvain, where he has been co-director of the Center for Operations Research and Econometrics (CORE) from 1992 to 1998. He has previously been a lecturer at Ecole des Hautes Etudes en Sciences Sociales (EHESS), France, at Facultés universitaires catholiques de Mons (FUCAM), Belgium, and a consultant at the World Bank, Washington DC. His research interests cover Bayesian inference, time series methods, simulation and numerical methods in econometrics, as well as empirical finance and international trade.

Michel Lubrano is Directeur de Recherche at CNRS, part of GREQAM in Marseille.

Jean-François Richard is University Professor of Economics at the University of Pittsburgh.

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Editorial
OUP Oxford
Año de publicación
2000
Idioma
Inglés
ISBN 10 
0198773129
ISBN 13 
9780198773122
Encuadernación
Tapa dura
Número de páginas
366
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Alemania

Otras ediciones populares con el mismo título

9780198773139: Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)

Edición Destacada

ISBN 10:  0198773137 ISBN 13:  9780198773139
Editorial: Oxford University Press, USA, 2000
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