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, ...
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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.
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Add this copy of Bayesian Inference in Dynamic Econometric Models to cart. $59.09, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2000 by Oxford University Press.
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Add this copy of Bayesian Inference in Dynamic Econometric Models to cart. $69.95, good condition, Sold by Mahler Books rated 5.0 out of 5 stars, ships from Pflugerville, TX, UNITED STATES, published 2000 by Oxford University Press.
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Good. 0198773137. This book is in good condition; no remainder marks. It does have some cover shelfwear, edge wear, corner wear. Inside pages have no writing.; Advanced Texts In Econometrics; 23.4 X 15.6 X 1.94 centimeters; 366 pages.
Add this copy of Bayesian Inference in Dynamic Econometric Models to cart. $75.09, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2000 by OUP Oxford.
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Fine. Trade paperback (US). Glued binding. 366 p. Advanced Texts in Econometrics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Bayesian Inference in Dynamic Econometric Models to cart. $85.00, very good condition, Sold by Robert Harper Books rated 5.0 out of 5 stars, ships from Hyattsville, MD, UNITED STATES, published 2000 by Oxford University Press.
Add this copy of Bayesian Inference in Dynamic Econometric Models to cart. $87.18, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2000 by Oxford University Press, USA.
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New. Trade paperback (US). Glued binding. 366 p. Advanced Texts in Econometrics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Bayesian Inference in Dynamic Econometric Models to cart. $87.19, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2000 by Oxford University Press.
