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 ...
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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??? 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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Add this copy of Bayesian Econometric Methods to cart. $60.18, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2019 by Cambridge University Press.
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New. Print on demand Trade paperback (US). Contains: Line drawings, black & white, Tables, black & white, Unspecified. Econometric Exercises . 50 b/w illus. 48 tables. Intended for professional and scholarly audience.
Add this copy of Bayesian Econometric Methods to cart. $150.91, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2019 by Cambridge University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Print on demand Contains: Line drawings, black & white, Tables, black & white, Unspecified. Econometric Exercises . 50 b/w illus. 48 tables. Intended for professional and scholarly audience.
