Bayesian Inference in Dynamic Econometric Models

Name: Bayesian Inference in Dynamic Econometric Models
Brand: Oxford University Press
SKU: 9780198773139
Price: 14400 KES
Availability: OutOfStock
ISBN: 9780198773139

by Jean-Francois Richard , Luc Bauwens , Michel Lubrano

Book Details

Format Paperback / softback

Book Series Advanced Texts in Econometrics

ISBN-10 0198773137

ISBN-13 9780198773139

Publisher Oxford University Press

Imprint Oxford University Press

Country of Manufacture GB

Country of Publication GB

Publication Date Jan 6th, 2000

Print length 366 Pages

Weight 514 grams

Dimensions 23.40 x 15.70 x 2.10 cms

Product Classification: Econometrics Probability & statistics Mathematical modelling 3D graphics & modelling

KSh 14,400.00

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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 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.

Get Bayesian Inference in Dynamic Econometric Models by Jean-Francois Richard, Luc Bauwens at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Oxford University Press and it has 366 pages.