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Bayesian Economics Through Numerical Methods

A Guide to Econometrics and Decision-Making with Prior Information

Language EnglishEnglish
Book Hardback
Book Bayesian Economics Through Numerical Methods Jeffrey H. Dorfman
Libristo code: 01385420
Publishers Springer-Verlag New York Inc., July 1997
The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-d... Full description
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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.

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About the book

Full name Bayesian Economics Through Numerical Methods
Author Jeffrey H. Dorfman
Language English
Binding Book - Hardback
Date of issue 1997
Number of pages 110
EAN 9780387982335
ISBN 0387982337
Libristo code 01385420
Publishers Springer-Verlag New York Inc.
Weight 780
Dimensions 155 x 235 x 12

Categories

Economics, Finance, Business & Management > Economics > Economic theory & philosophy
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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