Kniha Bayesian Economics Through Numerical Methods Jeffrey H. Dorfman

Bayesian Economics Through Numerical Methods

A Guide to Econometrics and Decision-Making with Prior Information

Jazyk: Angličtina
Vazba: Brožovaná
Dostupnost: Skladem u dodavatele
Odesíláme za 5-8 dnů
1 120
Providing researchers in economics, finance, and statistics with an up-to-date introduction to apply...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2013
Stránek
110
EAN
9781475771022
ISBN
1475771029
Enbook ID
02175399
Hmotnost
201
Rozměry
155 x 235 x 9

Kompletní popis

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.

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