000 01876nam a22002417a 4500
003 JGU
005 20240905020003.0
008 240213b |||||||| |||| 00| 0 eng d
020 _a9780199681334
_qpbk.
040 _beng
_cJGU
041 _aeng
245 _aThe Oxford handbook of Bayesian econometrics /
_cedited by John Geweke, Gary Koop and Herman Van Dijk.
260 _aOxford :
_bOxford University Press,
_c2013.
520 _a"Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest developments in their specific fields of expertise. The volume provides broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing. It reviews the state of the art in Bayesian econometric methodology, with chapters on posterior simulation and Markov chain Monte Carlo methods, Bayesian nonparametric techniques, and the specialized tools used by Bayesian time series econometricians such as state space models and particle filtering. It also includes chapters on Bayesian principles and methodology."--
650 _aBayesian statistical decision theory.
_947410
650 _aEconometric models.
_947409
700 1 _aGeweke, John,
_eeditor
_9232198
700 1 _aKoop, Gary,
_eeditor
_947408
700 1 _aDijk, Herman Van,
_eeditor
_91659675
999 _c3057091
_d3057091