Zum Hauptinhalt springen Zur Suche springen Zur Hauptnavigation springen
Dekorationsartikel gehören nicht zum Leistungsumfang.
Bayesian Inference in Dynamic Econometric Models
Taschenbuch von Luc Bauwens (u. a.)
Sprache: Englisch

94,10 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 1-2 Wochen

Produkt Anzahl: Gib den gewünschten Wert ein oder benutze die Schaltflächen um die Anzahl zu erhöhen oder zu reduzieren.
Kategorien:
Beschreibung
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 inference in 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.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
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 inference in 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.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
Über den Autor
Luc Bauwens is currently Professor of Economics at the Université catholique de Louvain, where he has been co-director of the Center for Operations Research and Econometrics (CORE) from 1992 to 1998. He has previously been a lecturer at Ecole des Hautes Etudes en Sciences Sociales (EHESS), France, at Facultés universitaires catholiques de Mons (FUCAM), Belgium, and a consultant at the World Bank, Washington DC. His research interests cover Bayesian inference, time series methods, simulation and numerical methods in econometrics, as well as empirical finance and international trade.

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.
Inhaltsverzeichnis
  • Chapter 1: Decision Theory and Bayesian Inference

  • Chapter 2: Bayesian Statistics and Linear Regression

  • Chapter 3: Methods of Numerical Integration

  • Chapter 4: Prior Densities for the Regression Model

  • Chapter 5: Dynamic Regression Models

  • Chapter 6: Bayesian Unit Roots

  • Chapter 7: Heteroskedasticity and ARCH

  • Chapter 8: Nonlinear Tome Series Models

  • Chapter 9: Systems of Equations

  • Appendix A: Probability Distributions

  • Appendix B: Generating Random Numbers

Details
Erscheinungsjahr: 2000
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: Kartoniert / Broschiert
ISBN-13: 9780198773139
ISBN-10: 0198773137
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Bauwens, Luc
Lubrano, Michele
Richard, Jean Francois
Hersteller: OUP Oxford
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 234 x 156 x 20 mm
Von/Mit: Luc Bauwens (u. a.)
Erscheinungsdatum: 06.01.2000
Gewicht: 0,559 kg
Artikel-ID: 108200188
Über den Autor
Luc Bauwens is currently Professor of Economics at the Université catholique de Louvain, where he has been co-director of the Center for Operations Research and Econometrics (CORE) from 1992 to 1998. He has previously been a lecturer at Ecole des Hautes Etudes en Sciences Sociales (EHESS), France, at Facultés universitaires catholiques de Mons (FUCAM), Belgium, and a consultant at the World Bank, Washington DC. His research interests cover Bayesian inference, time series methods, simulation and numerical methods in econometrics, as well as empirical finance and international trade.

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.
Inhaltsverzeichnis
  • Chapter 1: Decision Theory and Bayesian Inference

  • Chapter 2: Bayesian Statistics and Linear Regression

  • Chapter 3: Methods of Numerical Integration

  • Chapter 4: Prior Densities for the Regression Model

  • Chapter 5: Dynamic Regression Models

  • Chapter 6: Bayesian Unit Roots

  • Chapter 7: Heteroskedasticity and ARCH

  • Chapter 8: Nonlinear Tome Series Models

  • Chapter 9: Systems of Equations

  • Appendix A: Probability Distributions

  • Appendix B: Generating Random Numbers

Details
Erscheinungsjahr: 2000
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: Kartoniert / Broschiert
ISBN-13: 9780198773139
ISBN-10: 0198773137
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Bauwens, Luc
Lubrano, Michele
Richard, Jean Francois
Hersteller: OUP Oxford
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 234 x 156 x 20 mm
Von/Mit: Luc Bauwens (u. a.)
Erscheinungsdatum: 06.01.2000
Gewicht: 0,559 kg
Artikel-ID: 108200188
Sicherheitshinweis

Ähnliche Produkte

Ähnliche Produkte