Contact
How to shop
Delivery
Shopping guide
Bayesian Inference in Dynamic Econometric Models
English
738 b
Up to 30 days for returns
Customers also purchased
/
Paperback
29.66
€
/
Paperback
39.03
€
/
Paperback
26.64
€
/
Paperback
61.14
€
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.
About the book
English
Categories
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Paperback
7.94
€
/
Hardback
46.58
€
Hi! I'm Libroamiko, your book advisor.
How can I help you?