Bayesian Inference In Dynamic Econometric Models; Author: Bauwens, Luc; Joint Author: Richard, Jean-Francois; Paperback

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Bayesian Inference In Dynamic Econometric Models

Author: Bauwens, Luc; Joint Author: Richard, Jean-Francois
Advanced Texts in Econometrics (Paperback); Paperback; Illustrations
366 pages
Published: January 2000
Oxford University Press
ISBN: 0198773137

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 inferencein 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.Full title 'Bayesian Inference in Dynamic Econometric Models'. Comprehensive up to date coverage of the field. 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.

PRODUCT CODE: 0198773137

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