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Kniha Recent Developments in Bayesian Econometrics and Their Applications Pär Österholm

Recent Developments in Bayesian Econometrics and Their Applications

Autor: Pär Österholm
Jazyk: Angličtina
Vazba: Pevná
Vydavatel: Springer-Verlag GmbH
Dostupnost: Skladem u dodavatele
Odesíláme za 10-13 dnů
3 882 Kč
The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlss...

Informace o knize

Autor
Pär Österholm
Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2025
Stránek
240
EAN
9783032001092
ISBN
3032001099
Enbook ID
49742255
Vydavatel
Springer-Verlag GmbH
Hmotnost
508
Rozměry
155 x 235

Kompletní popis

The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlsson, celebrating his significant work in time series econometrics and its applications in macroeconomics and finance. The volume consists of both methodological and empirical studies by leading experts in the field, with particular attention paid to Bayesian vector autoregressive (VAR) models and forecasting. It addresses forecasting with Bayesian VARs as a research field, mixed-frequency and high-dimensional Bayesian VARs, various forms of Bayesian VARs with stochastic volatility, forecast combination, analysis of time-varying parameter models in the frequency domain, and portfolio analysis in a Bayesian framework. Presenting cutting-edge research and providing valuable insights into the field of Bayesian econometrics, the book will appeal to researchers, practitioners in the banking sector, and government authorities.

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