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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)

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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics) - Bauwens, Luc, and Lubrano, Michel, and Richard, Jean-François
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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 ...

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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics) 2000, Oxford University Press, USA

ISBN-13: 9780198773122

Hardcover