Bayesian inference in dynamic econometric models / Luc Bauwens, Michel Lubrano, and Jean-Francois Richard.
Offering an up-to-date coverage of the basic principles and tools of Bayesian inference in economics, this textbook then shows how to use Bayesian methods in a range of models suited to the analysis of macroeconomic and financial time series.
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| Main Authors: | , , |
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| Format: | Ebook |
| Language: | English |
| Published: |
Oxford [England] ; New York :
Oxford University Press,
1999.
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| Series: | Advanced texts in econometrics.
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| Subjects: | |
| Online Access: | Oxford Scholarship Online Table of contents Contributor biographical information |
| Summary: | Offering an up-to-date coverage of the basic principles and tools of Bayesian inference in economics, this textbook then shows how to use Bayesian methods in a range of models suited to the analysis of macroeconomic and financial time series. |
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| Physical Description: | 1 online resource (xv, 350 pages). |
| Format: | Mode of access: World Wide Web. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 0191695319 9780191695315 |