Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
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发表于2024-12-23
Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics) 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024
Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics) 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024
Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics) 在线电子书 图书描述
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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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
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