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Bayesian Inference in Dynamic Econometric Models pdf epub mobi 著者簡介

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Bayesian Inference in Dynamic Econometric Models pdf epub mobi 圖書描述

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.

Bayesian Inference in Dynamic Econometric Models 2024 pdf epub mobi 電子書 下載

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Bayesian Inference in Dynamic Econometric Models pdf epub mobi 圖書目錄

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發表於2024-11-26

Bayesian Inference in Dynamic Econometric Models 2024 pdf epub mobi 電子書 下載

Bayesian Inference in Dynamic Econometric Models 2024 pdf epub mobi 電子書 下載

Bayesian Inference in Dynamic Econometric Models 2024 pdf epub mobi 電子書 下載

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圖書標籤: 貝葉斯  Econometrics   

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