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

Bauwens, Luc

ISBN 10: 0198773137 ISBN 13: 9780198773139

Editorial: Oxford University Press, 2000

Idioma: Ingl�s

Usado Condici�n: Very Good Encuadernaci�n de tapa blanda

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Descripci�n

Signed by Marc Nerlove. The pages are clean and unmarked. The cover has some bumping and wear to the corners.

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Detalles bibliogr�ficos

T�tulo

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

Editor

Oxford University Press

Fecha de publicaci�n

2000

Idioma

Ingl�s

ISBN 10

0198773137

ISBN 13

9780198773139

Encuadernaci�n

paperback

Estado

Very Good

Cat�logos de vendedores

ECONOMICS

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Sinopsis

This book offers an up-to-date coverage of the basic principles and tools of 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, and the long available analytical results of Bayesian inference for linear regression models.

Acerca del autor

Luc Bauwens is currently Professor of Economics at the Universit� 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 Facult�s 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-Fran�ois Richard is University Professor of Economics at the University of Pittsburgh.

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Descripci�n de la librer�a

Specializing in french literature, philosophy, art and fiction. Local estates near Washington DC.

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