Bayesian Inference in Dynamic Econometric Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Bauwens, Luc; Lubrano, Michel; Richard, Jean Francois 作者

譯者

2000-1 出版日期

366 頁數

$ 197.75 價格

叢書系列

9780198773122 圖書編碼

Bayesian Inference in Dynamic Econometric Models 在線電子書圖書標籤: 貝葉斯 Econometrics

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發表於2024-12-23

Bayesian Inference in Dynamic Econometric Models 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Bayesian Inference in Dynamic Econometric Models 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Bayesian Inference in Dynamic Econometric Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Bayesian Inference in Dynamic Econometric Models 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Bayesian Inference in Dynamic Econometric Models 在線電子書圖書描述

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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