Bayesian economics through numerical methods a guide to econometrics and decision making with prior information
The 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:...
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| Format: | UnknownFormat |
| Sprache: | ger |
| Veröffentlicht: |
New York u.a.
Springer
1997
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| Schlagworte: |
Besliskunde
> Besluitvorming
> Econometrie
> Estatistica aplicada a economia
> Inferencia estatistica
> Methode van Bayes
> Numerieke methoden
> Statistique bayésienne
> Teoría bayesiana de decisiones estadísticas
> Économétrie
> Econometrics
> Bayesian statistical decision theory
> Bayes-Entscheidungstheorie
> Bayes-Verfahren
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Tag hinzufügen | Zusammenfassung: | The 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. The 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. |
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| Beschreibung: | VII, 110 S. graph. Darst. |
| ISBN: | 0387982337 0-387-98233-7 |