Bayesian economics through numerical methods
Subtitle: a guide to econometrics and decision-making with prior information
By: Jeffrey H. Dorfman.
Publisher: Springer
Published: 1997
Place of publication: New York
Language: eng
Number of pages: 110
Subjects: Econometrics; Bayesian statistical decision theory
Description: The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to the application of Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques that have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling.

The result is a book that 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 research topic.
Notes: Includes bibliographical references (p. 97-107) and index.