Bayesian economics through numerical methods : a guide to econometrics and decision-making with prior information
著者
書誌事項
Bayesian economics through numerical methods : a guide to econometrics and decision-making with prior information
Springer, c1997
大学図書館所蔵 全39件
注記
Includes bibliographical references (p. 97-107) and index
内容説明・目次
内容説明
Providing researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques to empirical studies, this book covers the full range of the new numerical techniques which have been developed over the last thirty years. Notably, these are: 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, and includes applications drawn from a variety of different fields within economics, while also providing a quick overview of 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 topic.
目次
Theory and Basics.- A Quick Course in Bayesian Statistics and Decision Theory.- New Advances in Numerical Bayesian Techniques.- Applications in Econometrics.- Imposing Economic Theory.- Studying Parameters of Interest.- Unit Root and Cointegration Tests.- Model Specification Uncertainty.- Forecasting.- More Realistic Models Through Numerical Methods.- Applications to Economic Decision Making.- Decision Theory Applications.
「Nielsen BookData」 より