000 | 02017mam a2200301 a 4500 | ||
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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 |
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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 |
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942 |
_2ddc _cBK |
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999 |
_c61840 _d61840 |