Kniha Bayesian Economics Through Numerical Methods Jeffrey H. Dorfman

Bayesian Economics Through Numerical Methods

A Guide to Econometrics and Decision-Making with Prior Information

Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
48.96
The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-d...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
1997
Stránok
110
EAN
9780387982335
ISBN
0387982337
Enbook ID
01385420
Hmotnosť
780
Rozmery
155 x 235 x 12

Kompletný popis

The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques which have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling. The author covers both advances in theory and modern approaches to numerical and applied problems. The book includes applications drawn from a variety of different fields within economics and also provides a quick overview to the underlying statistical ideas of Bayesian thought. The result is a book which presents a roadmap of applied economic questions that can now be addressed empirically with Bayesian methods. Consequently, many researchers will find this a readily readable survey of this growing research topic.

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