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Bayesian Inference in Dynamic Econometric Models

Name: Bayesian Inference in Dynamic Econometric Models
Brand: Oxford University Press
SKU: 04033667
Price: 108.29 EUR
Availability: InStock
Author: Luc Bauwens
ISBN: 9780198773139

Luc Bauwens

Language

English

Book Paperback

Libristo code: 04033667

Publishers Oxford University Press, January 2000

This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in... Full description

Libristo code: 04033667

263 b

108.29 €

211.81 лв

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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.