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Bayesian Econometric Methods (Paperback, 2nd Revised edition) Loot Price: R1,008
Discovery Miles 10 080
Bayesian Econometric Methods (Paperback, 2nd Revised edition): Joshua Chan, Gary Koop, Dale J. Poirier, Justin L. Tobias

Bayesian Econometric Methods (Paperback, 2nd Revised edition)

Joshua Chan, Gary Koop, Dale J. Poirier, Justin L. Tobias

Series: Econometric Exercises

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Loot Price R1,008 Discovery Miles 10 080 | Repayment Terms: R93 pm x 12*

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Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC methods are discussed and illustrated in detail - from introductory applications to those at the current research frontier - and MATLAB (R) computer programs are provided on the website accompanying the text. Suitable for graduate study in economics, the text should also be of interest to students studying statistics, finance, marketing, and agricultural economics.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Econometric Exercises
Release date: August 2019
Authors: Joshua Chan • Gary Koop • Dale J. Poirier • Justin L. Tobias
Dimensions: 247 x 174 x 23mm (L x W x T)
Format: Paperback - Trade
Pages: 486
Edition: 2nd Revised edition
ISBN-13: 978-1-108-43749-3
Categories: Books > Business & Economics > Economics
Books > Business & Economics > Economics > Macroeconomics
Books > Business & Economics > Economics > Econometrics
Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Promotions
LSN: 1-108-43749-4
Barcode: 9781108437493

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