Bayesian inference in dynamic econometric models /
Bauwens, Luc,
Bayesian inference in dynamic econometric models / - Oxford [England] ; New York : Oxford University Press, cc1999. - xv, 350 p. ; - Advanced texts in econometrics .
Includes bibliographical references and indexes.
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.
9780198773122 (hbk.) 0198773129 (hbk.) 0198773137 (pbk.)
Econometric models.
Bayesian statistical decision theory.
HB141 / .B42 1999
330.01'519542 / BAU
Bayesian inference in dynamic econometric models / - Oxford [England] ; New York : Oxford University Press, cc1999. - xv, 350 p. ; - Advanced texts in econometrics .
Includes bibliographical references and indexes.
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.
9780198773122 (hbk.) 0198773129 (hbk.) 0198773137 (pbk.)
Econometric models.
Bayesian statistical decision theory.
HB141 / .B42 1999
330.01'519542 / BAU