Jeffrey H. Dorfman

Bayesian Economics Through Numerical Methods (eBook, PDF)

A Guide to Econometrics and Decision-Making with Prior Information

• Format: PDF

Produktbeschreibung

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.

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Produktdetails

• Verlag: Springer US
• Seitenzahl: 110
• Erscheinungstermin: 31. März 2006
• Englisch
• ISBN-13: 9780387226354
• Artikelnr.: 43999681

Inhaltsangabe

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.