Bayesian Economics Through Numerical Methods
Jeffrey H. Dorfman
Gebundenes Buch

Bayesian Economics Through Numerical Methods

A Guide to Econometrics and Decision-Making with Prior Information

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The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques which have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling.

Summary of contents:
1. A quick course in Bayesian statistics and decision theory
2. New advances in numerical Bayesian techniques
3. Imposing economic theory
4. Studying parameters of interest
5. Unit roots and cointegration tests
6. Model specification uncertainty
7. Forecasting
8. More realistic models through numerical methods
9. Decisison theory applications