Bayesian Inference in Dynamic Econometric Models (Paperback)
Language: English
Published by Oxford University Press, Oxford, 2000
- Softcover
- New
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
AbeBooks seller since October 12, 2005
Condition: New
£ 104.48
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Add to basketItem description from seller
Paperback. 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 abroad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It containsalso an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods. This work contains an up-to-date coverage of the last 20 years' advances in Bayesian inference in econometrics, with an emphasis on dynamic models. Several examples illustrate the methods. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…
Seller Inventory # 9780198773139
- Title
- Bayesian Inference in Dynamic Econometric Models (Paperback)
- Author
- Luc Bauwens
- Publisher
- Oxford University Press, Oxford
- Publication year
- 2000
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0198773137
- ISBN 13
- 9780198773139
- Series
- Book 14 of 26: Advanced Texts in Econometrics
"Synopsis" may belong to another edition of this title.
About the Author
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.
"About the title" may belong to another edition of this title.
Grand Eagle Retail
Bensenville, IL, U.S.A.
AbeBooks seller since October 12, 2005
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