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portada Bayesian Econometric Methods (Econometric Exercises)
Type
Physical Book
Author
Publisher
Year
2019
Language
English
Pages
484
Format
Hardcover
Dimensions
24.9 x 18.3 x 2.6 cm
Weight
1.09 kg.
ISBN13
9781108423380
Edition No.
0002
Categories

Bayesian Econometric Methods (Econometric Exercises)

Joshua Chan (Author) · Gary Koop (Author) · Dale J. Poirier (Author) · Cambridge University Press · Hardcover

Bayesian Econometric Methods (Econometric Exercises) - Chan, Joshua ; Koop, Gary ; Poirier, Dale J.

New Book Imported to New Zealand
Delivery: 13 Aug - 20 Aug Shipping: 5 to 6 business days.
NZ$ 381.86
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Synopsis "Bayesian Econometric Methods (Econometric Exercises) "

Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC methods are discussed and illustrated in detail - from introductory applications to those at the current research frontier - and MATLAB(R) computer programs are provided on the website accompanying the text. Suitable for graduate study in economics, the text should also be of interest to students studying statistics, finance, marketing, and agricultural economics.

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