Bayesian Econometric Methods 贝叶斯经济计量方法剑桥计量经济学习题集

书籍内容简介可联系客服查阅，查书找书开票同样可以联系客服

736 736 九五品

仅1件

广东广州

认证卖家担保交易快速发货售后保障

作者Joshua Chan

出版社Cambridge University Press

ISBN9781108437493

出版时间1995-09

装帧平装

开本其他

定价736元

货号YB-70452

上书时间2024-03-28

已实名已认证进店收藏店铺

商品描述: 商品简介
Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC methods are discussed and illustrated in detail - from introductory applications to those at the current research frontier - and MATLAB? computer programs are provided on the website accompanying the text. Suitable for graduate study in economics, the text should also be of interest to students studying statistics, finance, marketing, and agricultural economics.

— 没有更多了 —

Bayesian Econometric Methods 贝叶斯经济计量方法 剑桥计量经济学习题集