Bayesian inference in dynamic econometric models
By: Luc Bauwens, Michel Lubrano, and Jean-Francois Richard
Contributors: Lubrano, Michel; Richard, Jean François
Series: Advanced texts in econometrics
Publisher: Oxford University Press
Published: 1999
Place of publication: Oxford [England]; New York
Language: eng
Number of pages: 350
Subjects: Econometric models; Bayesian statistical decision theory
Description: 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.
Notes: Includes bibliographical references (p. [323]-339) and indexes