000 02017mam a2200301 a 4500
001 2003499
003 BD-DhUL
005 20160508143828.0
008 970306s1997 nyua b 001 0 eng
010 _a 97012147
020 _a0387982337 (hc : alk. paper)
035 _a(OCoLC)ocm36549128
040 _aDLC
_cDLC
_dC#P
_dOrLoB-B
_dBD-DhUL
050 0 0 _aHB139
_b.D674 1997
082 0 0 _a330.015195
_221
_bDOB
100 1 _aDorfman, Jeffrey H.
245 1 0 _aBayesian economics through numerical methods :
_ba guide to econometrics and decision-making with prior information /
_cJeffrey H. Dorfman.
260 _aNew York :
_bSpringer,
_cc1997.
300 _avii, 110 p. :
_bill. ;
_c25 cm.
504 _aIncludes bibliographical references (p. 97-107) and index.
505 0 0 _gCh. 1.
_tIntroduction --
_gCh. 2.
_tA Quick Course in Bayesian Statistics and Decision Theory --
_gCh. 3.
_tNew Advances in Numerical Bayesian Techniques --
_gCh. 4.
_tImposing Economic Theory --
_gCh. 5.
_tStudying Parameters of Interest --
_gCh. 6.
_tUnit Root and Cointegration Tests --
_gCh. 7.
_tModel Specification Uncertainty --
_gCh. 8.
_tForecasting --
_gCh. 9.
_tMore Realistic Models Through Numerical Methods --
_gCh. 10.
_tDecision Theory Applications.
520 _aThe 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.
520 8 _aThe 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.
650 0 _aEconometrics.
650 0 _aBayesian statistical decision theory.
900 _aAUTH
_bTOC
942 _2ddc
_cBK
999 _c61840
_d61840