Bayesian economics through numerical methods: a guide to econometrics and decision making with prior information
The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to the application of Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques that have been developed over the last thirty years, notably:...
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | German |
| Published: |
New York [u.a.]
Springer
1997
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Summary: | The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to the application of Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques that have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling. The result is a book that 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. |
| Physical Description: | VII, 110 S. graph. Darst. |
| ISBN: | 0387982337 |
Staff View
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Record in the Search Index
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| adam_text | Contents
Chapter 1 Introduction 1
Parti Theory and Basics
Chapter 2 A Quick Course in Bayesian Statistics and
Decision Theory 6
Chapter 3 New Advances in Numerical Bayesian
Techniques 19
Part II Applications in Econometrics
Chapter 4 Imposing Economic Theory 30
Chapter 5 Studying Parameters of Interest 41
Chapter 6 Unit Root and Cointegration Tests 49
Chapter 7 Model Specification Uncertainty 64
Chapter 8 Forecasting 72
Chapter 9 More Realistic Models Through
Numerical Methods 82
Part III Applications to Economic Decision Making
Chapter 10 Decision Theory Applications 88
Bibliography
Index 109
vii
|
| any_adam_object | 1 |
| author | Dorfman, Jeffrey H. |
| author_facet | Dorfman, Jeffrey H. |
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| callnumber-subject | HB - Economic Theory and Demography |
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| dewey-ones | 330 - Economics |
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| dewey-search | 330/.01/5195 21 330/.01/5195 |
| dewey-sort | 3330 11 45195 221 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV011604995 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:12:38Z |
| institution | BVB |
| isbn | 0387982337 |
| language | German |
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| spelling | Dorfman, Jeffrey H. Verfasser aut Bayesian economics through numerical methods a guide to econometrics and decision making with prior information Jeffrey H. Dorfman New York [u.a.] Springer 1997 VII, 110 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to the application of Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques that have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling. The result is a book that 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. Besliskunde gtt Besluitvorming gtt Econometrie gtt Estatistica aplicada a economia larpcal Inferencia estatistica larpcal Methode van Bayes gtt Numerieke methoden gtt Statistique bayésienne Statistique bayésienne ram Teoría bayesiana de decisiones estadísticas Économétrie Économétrie ram Econometrics Bayesian statistical decision theory Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd rswk-swf Bayes-Verfahren (DE-588)4204326-8 gnd rswk-swf Bayes-Verfahren (DE-588)4204326-8 s DE-604 Bayes-Entscheidungstheorie (DE-588)4144220-9 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007818015&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Dorfman, Jeffrey H. Bayesian economics through numerical methods a guide to econometrics and decision making with prior information Besliskunde gtt Besluitvorming gtt Econometrie gtt Estatistica aplicada a economia larpcal Inferencia estatistica larpcal Methode van Bayes gtt Numerieke methoden gtt Statistique bayésienne Statistique bayésienne ram Teoría bayesiana de decisiones estadísticas Économétrie Économétrie ram Econometrics Bayesian statistical decision theory Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd Bayes-Verfahren (DE-588)4204326-8 gnd |
| subject_GND | (DE-588)4144220-9 (DE-588)4204326-8 |
| title | Bayesian economics through numerical methods a guide to econometrics and decision making with prior information |
| title_auth | Bayesian economics through numerical methods a guide to econometrics and decision making with prior information |
| title_exact_search | Bayesian economics through numerical methods a guide to econometrics and decision making with prior information |
| title_full | Bayesian economics through numerical methods a guide to econometrics and decision making with prior information Jeffrey H. Dorfman |
| title_fullStr | Bayesian economics through numerical methods a guide to econometrics and decision making with prior information Jeffrey H. Dorfman |
| title_full_unstemmed | Bayesian economics through numerical methods a guide to econometrics and decision making with prior information Jeffrey H. Dorfman |
| title_short | Bayesian economics through numerical methods |
| title_sort | bayesian economics through numerical methods a guide to econometrics and decision making with prior information |
| title_sub | a guide to econometrics and decision making with prior information |
| topic | Besliskunde gtt Besluitvorming gtt Econometrie gtt Estatistica aplicada a economia larpcal Inferencia estatistica larpcal Methode van Bayes gtt Numerieke methoden gtt Statistique bayésienne Statistique bayésienne ram Teoría bayesiana de decisiones estadísticas Économétrie Économétrie ram Econometrics Bayesian statistical decision theory Bayes-Entscheidungstheorie (DE-588)4144220-9 gnd Bayes-Verfahren (DE-588)4204326-8 gnd |
| topic_facet | Besliskunde Besluitvorming Econometrie Estatistica aplicada a economia Inferencia estatistica Methode van Bayes Numerieke methoden Statistique bayésienne Teoría bayesiana de decisiones estadísticas Économétrie Econometrics Bayesian statistical decision theory Bayes-Entscheidungstheorie Bayes-Verfahren |
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